Convergence analysis of Gauss-Newton methods for the complementarity problem

被引：5

作者：

Subramanian, PK ^{[1
]}

Xiu, NH ^{[1
]}

机构：

[1] ACAD SINICA,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1997年 / 94卷 / 03期

关键词：

complementarity problems; Gauss-Newton algorithm; nonlinear systems of equations;

D O I：

10.1023/A:1022661202977

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In a recent paper (Ref. 1), the first author presented a damped Gauss-Newton algorithm to solve the complementarity problem. Although the conclusions of the convergence theorems in the paper are valid, the proofs contain minor errors. The aim of this paper is to give correct proofs and also to show that they are valid under milder conditions.

引用

页码：727 / 738

页数：12

共 50 条

[31] A LOCAL CONVERGENCE ANALYSIS FOR THE GAUSS-NEWTON AND LEVENBERG-MORRISON-MARQUARDT ALGORITHMS
HAUSSLER, WM
COMPUTING, 1983, 31 (03) : 231 - 244
[32] Improved local convergence analysis of the Gauss-Newton method under a majorant condition
Argyros, Ioannis K.
Alberto Magrenan, A.
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2015, 60 (02) : 423 - 439
[33] Convergence analysis of simplified Gauss-Newton iterative method under a heuristic rule
Mahale, Pallavi
Singh, Ankit
PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES, 2024, 134 (01):
[34] A convergence analysis of the iteratively regularized Gauss-Newton method under the Lipschitz condition
Jin, Qinian
INVERSE PROBLEMS, 2008, 24 (04)
[35] On the Gauss-Newton method
Argyros I.K.
Hilout S.
Journal of Applied Mathematics and Computing, 2011, 35 (1-2) : 537 - 550
[36] Gauss-Newton method
Wang, Yong
WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2012, 4 (04) : 415 - 420
[37] Improved local convergence analysis of inexact Gauss-Newton like methods under the majorant condition in Banach spaces
Argyros, Ioannis K.
Hilout, Said
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2013, 350 (06): : 1531 - 1544
[38] ON THE SEMILOCAL CONVERGENCE OF THE GAUSS-NEWTON METHOD USING RECURRENT FUNCTIONS
Argyros, Ioannis K.
Hilout, Said
JOURNAL OF THE KOREAN SOCIETY OF MATHEMATICAL EDUCATION SERIES B-PURE AND APPLIED MATHEMATICS, 2010, 17 (04): : 307 - 319
[39] Extended convergence of Gauss-Newton's method and uniqueness of the solution
Argyros, Ioannis K.
Cho, Yeol Je
George, Santhosh
CARPATHIAN JOURNAL OF MATHEMATICS, 2018, 34 (02) : 135 - 142
[40] Local Convergence of Generalized Gauss-Newton and Sequential Convex Programming
Diehl, Moritz
Messerer, Florian
2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 3942 - 3947

← 1 2 3 4 5 →