Name
Title | ||
|---|---|---|
A Linearly Convergent Derivative-Free Descent Method for Strongly Monotone Complementarity Problems |
Abstract | ||
|---|---|---|
We establish the first rate of convergence result for the class ofderivative-free descent methods for solving complementarity problems.The algorithm considered here isbased on the implicit Lagrangian reformulation[26, 35] of the nonlinear complementarity problem, andmakes use of the descent direction proposed in[42], but employs a different Armijo-type linesearch rule.We show that in the strongly monotone case,the iterates generated by the method converge globally at a linear rateto the solution of the problem. |
Year | DOI | Venue |
|---|---|---|
1999 | 10.1023/A:1008752626695 | Comp. Opt. and Appl. |
Keywords | Field | DocType |
complementarity problems,implicit Lagrangian,descent algorithms,derivative-free methods,linear convergence | Complementarity (molecular biology),Mathematical optimization,Mathematical analysis,Strongly monotone,Complementarity theory,Descent direction,Lemke's algorithm,Mixed complementarity problem,Linear complementarity problem,Mathematics,Nonlinear complementarity problem | Journal |
Volume | Issue | ISSN |
14 | 1 | 1573-2894 |
Citations | PageRank | References |
5 | 0.55 | 14 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| O. L. Mangasarian | 1 | 4803 | 820.91 |
| M. V. Solodov | 2 | 600 | 72.47 |