Sequential injective algorithm for weakly univalent vector equation : with application to regularized smoothing Newton algorithm (Development of Mathematical Optimization : Modeling and Algorithms)

• 林, 俊介

  東北大学情報科学研究科

抄録

It is known that the complementarity problems and the variational inequality problems are reformulated equivalently as a vector equation by using the natural residual or Fischer-Burmeister function. In this short paper, we first study the global convergence of a sequential injective algorithm for weakly univalent vector equation. Then, we apply the convergence analysis to the regularized smoothing Newton algorithm for mixed nonlinear second-order cone complementarity problems. We prove the global convergence property under the (Cartesian) P_{0} assumption, which is strictly weaker than the original monotonicity assumption.

収録刊行物

• 数理解析研究所講究録

  数理解析研究所講究録 2069 130-140, 2018-04

  京都大学数理解析研究所

詳細情報

• CRID: 1050001202596623872
• NII論文ID: 120006645466
• NII書誌ID: AN00061013
• ISSN: 18802818
• HANDLE: 2433/241974
• 本文言語コード: en
• 資料種別: departmental bulletin paper
• データソース種別:
  • IRDB
  • CiNii Articles