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In this paper, we present a new smoothing approach to solve general nonlinear complementarity problems. Under the $P_0$ condition on the original problems, we prove some existence and convergence results . We also present an error estimate…

Optimization and Control · Mathematics 2010-06-11 Mounir Haddou , Patrick Maheux

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

Based on smoothing techniques, we propose two new methods to solve linear complementarity problems (LCP) called TLCP and Soft-Max. The idea of these two new methods takes inspiration from interior-point methods in optimization. The…

Optimization and Control · Mathematics 2021-04-28 El Hassene Osmani , Mounir Haddou , Lina Abdallah , Naceurdine Bensalem

In this paper, a class of smoothing modulus-based iterative method was presented for solving implicit complementarity problems. The main idea was to transform the implicit complementarity problem into an equivalent implicit fixed-point…

Numerical Analysis · Mathematics 2023-06-09 Cong Guo , Chenliang Li , Tao Luo

The paper aims to show the equivalency between nonlinear complementarity problem and the system of nonlinear equations. We propose a homotopy method with vector parameter $\lambda$ in finding the solution of nonlinear complementarity…

Optimization and Control · Mathematics 2022-09-05 A. Dutta , A. K. Das

This paper proposes a novel approach to solving nonlinear programming problems using a sharp augmented Lagrangian method with a smoothing technique. Traditional sharp augmented Lagrangian methods are known for their effectiveness but are…

Optimization and Control · Mathematics 2024-10-07 José Luis Romero , Damián Fernandez , Germán Ariel Torres

In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the…

Optimization and Control · Mathematics 2022-09-02 A. Dutta , A. K. Das

This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

Optimization and Control · Mathematics 2024-08-28 Wenqiang Pu , Kaizhao Sun , Jiawei Zhang

We propose a general framework of iteratively reweighted l1 methods for solving lp regularization problems. We prove that after some iteration k, the iterates generated by the proposed methods have the same support and sign as the limit…

Optimization and Control · Mathematics 2019-12-03 Hao Wang , Hao Zeng , Jiashan Wang

We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…

Optimization and Control · Mathematics 2020-03-17 Alejandra Peña-Ordieres , James R. Luedtke , Andreas Wächter

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…

Numerical Analysis · Mathematics 2011-06-07 Miquel Grau-Sánchez , José Luis Díaz-Barrero

In this paper has been considered probability-one global convergence of NFPH (Newton-Fixed Point Homotopy) algorithm for system of nonlinear equations and has been proposed a probability-one homotopy algorithm to solve a regularized…

Optimization and Control · Mathematics 2012-07-06 Yunchol Jong , Wonil Kim

In this paper, we consider a broad class of nonconvex and nonsmooth optimization problems, where one objective component is a nonsmooth weakly convex function composed with a linear operator. By integrating variable smoothing techniques…

Optimization and Control · Mathematics 2025-11-03 Xian-Jun Long , Kang Zeng , Gao-Xi Li , Minh N. Dao , Zai-Yun Peng

A class of smoothing methods is proposed for solving mathematical programs with equimibrium constraints. We introduce new and very simple regularizations of the complementarity constraints. Some estimate distance to optimal solution and…

Optimization and Control · Mathematics 2010-01-14 Mounir Haddou

In this paper we propose an augmented smoothing function for nonlinear L1 -norm minimization problem and consider a global stability of a gradient-based neural network model to minimize the smoothing function. The numerical simulations show…

Optimization and Control · Mathematics 2012-07-10 Yunchol Jong

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

We use the concept of barrier-based smoothing approximations introduced in [ C. B. Chua and Z. Li, A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones, SIOPT 23(2), 2010] to extend the non-interior…

Optimization and Control · Mathematics 2020-03-06 Le Thi Khanh Hien , Chek Beng Chua
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