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Variational Analysis and Applications pp 905–919Cite as

Semismooth Newton Methods for Shape-Preserving Interpolation, Option Price and Semi-Infinite Programs

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Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 79))

Abstract

In this paper, we survey the development of semismooth Newton methods for solving the shape-preserving interpolation problem, the option price problem, and the semi-infinite programming problem.

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Author information

Authors and Affiliations

  1. Dept. of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong

    L. Qi

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  1. L. Qi
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Editor information

Editors and Affiliations

  1. University of Pisa, Italy

    Franco Giannessi

  2. University of Catania, Italy

    Antonino Maugeri

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Qi, L. (2005). Semismooth Newton Methods for Shape-Preserving Interpolation, Option Price and Semi-Infinite Programs. In: Giannessi, F., Maugeri, A. (eds) Variational Analysis and Applications. Nonconvex Optimization and Its Applications, vol 79. Springer, Boston, MA. https://doi.org/10.1007/0-387-24276-7_52

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