Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods

The concept of "reformulation" has long been playing an important role in mathematical programming. A classical example is the penalization technique in constrained optimization that transforms the constraints into the objective function via a penalty fun

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Applied Optimization Volume 22 Series Editors:

Panos M. Pardalos University of Florida, U.S.A. Donald Hearn University ofFlorida, U.S.A.

The titles published in this series are listed at the end of this volume.

Refonnulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods Edited by

Masao Fukushima Kyoto University, Kyoto, Japan

and

Liqun Qi The University o/New South Wales, Sydney, Australia

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.

A C.I.P. Catalogue record for this book is available from the Library of Congress.

ISBN 978-1-4419-4805-2 ISBN 978-1-4757-6388-1 (eBook) DOI 10.1007/978-1-4757-6388-1

Printed on acid-free paper

All Rights Reserved © 1999 Springer Science+Business Media Dordrecht

Originally published by Kluwer Academic Publishers in 1999 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner

Contents

Solving Complementarity Problems by Means of a New Smooth Constrained Nonlinear Solver Roberto Andreani and Jose Mario Martinez

1

c-Enlargements of Maximal Monotone Operators: Theory and Applications Regina S. Burachik, Claudia A. Sagastizdbal and B. F. Svaiter

25

A Non-Interior Predictor-Corrector Path-Following Method for LCP James V. Burke and Song Xu

45

Smoothing Newton Methods for Nonsmooth Dirichlet Problems Xiaojun Chen, Nami Matsunaga and Tetsuro Yamamoto

65

Frictional Contact Algorithms Based on Semismooth Newton Methods Peter W. Christensen and Jong-Shi Pang

81

Well-Posed Problems and Error Bounds in Optimization Sien Deng Modeling and Solution Environments for MPEC: GAMS Steven P. Dirkse and Michael C. Ferris

117

8£ MATLAB

127

Merit Functions and Stability for Complementarity Problems Andreas Fischer

149

Minimax and Triality Theory in Nonsmooth Variational Problems David Yang Gao

161

Global and Local Superiinear Convergence Analysis of Newton-Type Methods for Semismooth Equations with Smooth Least Squares Houyuan Jiang and Daniel Ralph

181

Inexact Trust-Region Methods for Nonlinear Complementarity Problems Christian Kanzow and Martin Zupke

211

vi

REFORMULATION

Regularized Newton Methods for Minimization of Convex Quadratic Splines with Singular Hessians

235

Wu Li and John Swetits

Regularized Linear Programs with Equilibrium Constraints

259

Olvi L. Mangasarian

Reformulations of a Bicriterion Equilibrium Model

269

Patrice Marcotte

A Smoothing Function and its Applications

293

Ji-Ming Peng

On the Local Super-Linear Convergence of a Matrix Secant Implementation of the Variable Metric Proximal Point Algorithm for Monotone Operators

317

Maijian Qian and James V. Burke

Reformulation of a Problem of Economic Equilibrium

335

Alexander M. Rubinov and Bevil M. Glover

A Globally Convergent Inexact Newton Method for Systems of Monotone Equations

355

Michael V. Solodov and Benar F. Svaiter

On the Limiting Behavior