Name
Abstract | ||
|---|---|---|
In this paper we consider the question of which matrices M give unique solutions for Differential Complementarity Problems (Mandelbaum 1989, unpublished manuscript) of the form $$\begin{array}{ll}&\frac{dw}{dt} = M\, z + q(t),\quad w(0) = w_{0},\\ K \ni&z(t) \perp w(t) \in K^{*} \quad {\rm for\,all}\,t,\end{array}$$ with applications to complementarity and discretized ℓ1-regularization problems. Assuming semi-smoothness it is shown that super-linearly convergent Newton methods can be globalized, if appropriate descent directions are used for the merit function |F(x)|2. Special attention is paid to directions obtained from the primal-dual active set strategy. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1007/s10107-007-0195-4 | Math. Program. |
Keywords | DocType | Volume |
special attention,quad w,differential complementarity problem,merit function,primal-dual active set strategy,differential complementarity problems,perp w,super-linearly convergent,appropriate descent direction,newton method,1-regularization problem | Journal | 118 |
Issue | ISSN | Citations |
2 | 0025-5610 | 5 |
PageRank | References | Authors |
0.47 | 2 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kazufumi Ito | 1 | 833 | 103.58 |
| Karl Kunisch | 2 | 1370 | 145.58 |