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Smoothing Newton methods for nonsmooth equations

Research Project

Project/Area Number 11640119
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionShimane University

Principal Investigator

CHEN Xiaojun  Shimane University, Faculty of Science and Engineering, Associate Professor, 総合理工学部, 助教授 (70304251)

Co-Investigator(Kenkyū-buntansha) FUKUSHIMA Masao  Kyoto University Graduate School of Informatics, Professor, 情報学研究科, 教授 (30089114)
YAMAMOTO Tetsuro  Ehime University Faculty of Science, Professor, 理学部, 教授 (80034560)
YAMASAKI Maretsugu  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (70032935)
SUGIE Jitsuro  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (40196720)
FURUMOCHI Tetsuo  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (40039128)
Project Period (FY) 1999 – 2000
Project Status Completed (Fiscal Year 2000)
Budget Amount *help
¥3,800,000 (Direct Cost: ¥3,800,000)
Fiscal Year 2000: ¥1,400,000 (Direct Cost: ¥1,400,000)
Fiscal Year 1999: ¥2,400,000 (Direct Cost: ¥2,400,000)
Keywordsnonsmooth equations / smoothing methods / Newton methods / convergence analysis
Research Abstract

In 1999-2000, the head investigator has published 15 papers with investigators Yamasaki, Yamamoto and Fukushima, and other international researchers on smoothing methods for nonsmooth equations. The main results are as follows.
i. Proposed a verification method for existence of solution of nonsmooth equations arising from complementarity problems.
ii. Introduced the slant differentiability for nonsmooth operators in Banach spaces. Using the slant differentiability, superlinear convergence of Newton-type methods for nonsmooth equations in Banach spaces is proved.
iii. Established some important properties of the trajectory defined by the Big-M smoothing method and global convergence of the method for P0 matrix linear complementarity problems.
iv. Presented a superlinearly and globally convergent method for reaction and diffusion problems with a non-Lipschitz operator.
v. Gave new error bounds for finite difference methods for Dirichlet problems with a nondifferentiable term.

Report

(3 results)
  • 2000 Annual Research Report   Final Research Report Summary
  • 1999 Annual Research Report
  • Research Products

    (29 results)

All Other

All Publications (29 results)

  • [Publications] X.Chen: "Smoothing methods for complementarity problems and their applications : a survey"Journal of the Operations Research Society of Japan. 43. 32-47 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen: "Newton-type methods for stochastic programming,"Mathematical and Computer Modelling. 31. 89-98 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] B.Chen,X.Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities"Computational Optimization and Applications. 17. 131-158 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] B.Chen,X.Chen,C.Kanzow: "A penalized Fischer-Burmeister NCP-function"Mathematical Programming. 88. 211-216 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen,Y.Shogenji,M.Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. 324. 15-26 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen,R.Womersley: "Random test problems and parallel methods quadratic programs and quadratic stochastic programs"Optimization Methods and Softwares. 13. 275-306 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen, Y.Shogenji and M.Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] B.Chen and X.Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints"Computational Optimization and Applications. 17. 131-158 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] B.Chen, X.Chen and C.Kanzow: "A penalized Fischer-Burmeister NCP-function"Math. Programming. 88. 211-216 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen and R.Womersley: "Random test problems and parallel methods for quadratic Programs and quadratic stochastic programs"Optimization Methods and Softwares. 13. 275-306 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen: "Newton-type methods for stochastic programming"Mathematical and Computer Modelling. 31. 89-98 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen: "Smoothing methods for complementarity problems and their applications : a survey"Journal of the Operations Research Society of Japan. 43. 32-47 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] X.Chen: "Smoothing methods for complementarity problems and their applications : a survey"Journal of the Operations Research Society of Japan. 43. 32-47 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] X.Chen: "Newton-type methods for stochastic programming,"Mathematical and Computer Modelling. 31. 89-98 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] B.Chen,X.Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities"Computational Optimization and Applications. 17. 131-158 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] B.Chen,X.Chen,C.kanzow: "A penalized Fischer-Burmeister NCP-function"Mathematical Programming. 88. 211-216 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] X.Chen,Y.Shogenji,M.Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. 324. 15-26 (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] X.Chen,R.Womersley: "Random test problems and parallel methods quadratic programs and quadratic stochastic programs"Optimization Methods and Softwares. 13. 275-306 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] X. Chen, M. Fukushima: "Proximal quasi-Newton methods for nondifferentiable convex optimization"Mathematical Programming. 85. 313-334 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] G.E.Alefeld, X. Chen, F.A. Potra: "Numerical validation of solutions of linear complementarity problems"Numerische Mathematik. 83. 1-23 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen, Y. Ye: "On homotopy-smoothing methods for box-constrained variational inequlities"SIAM J. Control and Optimization. 37. 589-616 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] B. Chen, X. Chen, C. Kanzow: "A penalizaed Fischer-Burmeister NCP-function"Mathematical Programming. (to appear).

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen., Y. Shogenji, M. Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. (to appear).

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen, R. Womersley: "Randon test problems and parallel methods quadratic programs and quadratic stochastic program"Optimization Methods and Softwares. (to appear).

    • Related Report
      1999 Annual Research Report
  • [Publications] B. Chen, X. Chen: "A global local superlinear contimuation-smoothing method for Po and Ro or monotone NCP"SIAM J. Optimization. 9. 624-645 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen, N.Matsunaga, T. Yamamoto: "Smoothing Newton methods for nonsmooth Dirichelet problems"in: M. Fukushima and L. Qi, Eds., Kluwer Academic Pub.. 65-79 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen: "Smoothing methods for complementarity problems and their applications: a survey"Journal of the Operations Research Society of Japan. (to appear).

    • Related Report
      1999 Annual Research Report
  • [Publications] X. Chen: "Newton-type methods for stochastic programming,"Mathematical and Computer Modelling. (to appear).

    • Related Report
      1999 Annual Research Report
  • [Publications] B. Chen, X. Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities"Computational Optimization and Applications. (to appear).

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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