References
- Harker , P. and Pang , J. S. 1990 . Finite-dimensional variational inequality and nonlinear complementarity problems. A survey of theory, algorithms and applications . Mathematical Programming , 48 : 161 – 220 .
- Facchinei , F. , Fischer , A. and Kanzow , C. 2006 . A semismooth Newton method for variational inequali-ties: Theoretical results and preliminary numerical experience . Technical report. Available online at: www.dis.uniroma1.it/∼facchinei/ (accessed 1 November 2006)
- Facchinei , F. , Fischer , A. and Kanzow , C. Inexact Newton methods for semismooth equations with applications to variational inequality problems . Proceedings of the 21st Workshop on Nonlinear Optimization and Applications . June 13–21 1995 , Erice, Italy. pp. 125–139 New York : Plenum .
- Fischer , A. 1992 . A special Newton-type optimization method . Optimization , 24 : 269 – 284 .
- Qi , L. and Sun , J. 1993 . A nonsmooth version of Newton method . Mathematical Programming , 58 : 353 – 367 .
- Corradi , G. 2005 . A quasi-Newton method for non-smooth equations . International Journal of Computer Mathematics , 82 : 573 – 581 .
- Martínez , J. M. and Qi , L. 1999 . “ Inexact Newton methods for solving nonsmooth equations ” . Sydney, , Australia : School of Mathematics, University of New South Wales . Technical report. Applied Mathematics Report 93/9
- Munson , T. D. , Facchinei , F. , Ferris , M. C. , Fischer , A. and Kanzow , C. 2001 . The semismooth algorithm for large scale complementarity problems . INFORMS Journal on Computing , 13 : 294 – 311 .
- Paige , C. C. and Saunders , M. A. 1982 . LSQR: An algorithm for sparse linear equations and sparse least squares . ACM Transactions on Mathematical Software , 8 : 43 – 71 .
- Qi , L. 1993 . A convergence analysis of some algorithms for solving nonsmooth equations . Mathematics of Operation Research , 18 : 227 – 244 .
- Clarke , F. 1983 . Optimization and Nonsmooth Analysis , New York : Wiley .
- Facchinei , F. and Pang , J. S. 2003 . Finite-dimensional Variational Inequalities and Complementarity Problems , New York : Springer-Verlag .
- Miffin , R. 1977 . Semismooth and semiconvex functions in constrained optimization . SIAM Journal on Control and Optimization , 15 : 959 – 972 .
- Fischer , A. 1997 . Solution of monotone complementarity problems with locally Lipschitzian functions . Mathematical Programming , 76 : 513 – 532 .
- Saad , Y. 1996 . Iterative Methods for Sparse Linear Systems , Boston, MA : PWS Publishing .
- Gill , P. E. , Murray , W. , Saunders , M. A. and Wright , M. H. 1987 . Maintaining LU factors of a general sparse matrix . Linear Algebra and Its Applications , 88/89 : 239 – 270 .
- Murtagh , B. and Saunders , M. 1983 . “ MINOS 5.0 user's guide ” . Stanford, CA : Stanford University . Technical report, SOL 83.20
- Bongartz , I. , Conn , A. R. , Gould , N. and Toint , Ph. L. 1995 . CUTE: Constrained and Unconstrained Testing Environment . ACM Transactions on Mathematical Software , 21 : 123 – 160 .
- Dolan , E. , Moré , J. J. and Munson , T. S. 2004 . “ Benchmarking optimization software with COPS 3.0 ” . IL, USA : Argonne National Laboratory . Technical report, ANL/MCS-TM-273
- Maurer , H. and Mittelmann , H. 2000 . Optimization techniques for solving elliptic control problems with control and state constraints – Part I: Boundary control . Computational Optimization and Applications , 16 : 29 – 55 .
- Tinti , F. 2003 . VIPLIB: A MatLab collection of variational inequality problems . Technical report Available online at http://dm.unife.it/∼tinti/Software/Extragradiant/all_testproblem/testprob.pdf
- Dirkse , S. P. and Ferris , M. C. 1995 . MCPLIB: A collection of nonlinear mixed complementarity problems . Optimization Methods and Software , 5 : 319 – 345 .