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A new one-step smoothing Newton method for nonlinear complementarity problem with -function

Authors :
Liang Fang
Source :
Applied Mathematics and Computation. 216:1087-1095
Publication Year :
2010
Publisher :
Elsevier BV, 2010.

Abstract

In this paper, nonlinear complementarity problem with P"0-function is studied. Based on a new smoothing function, the problem is approximated by a family of parameterized smooth equations and we present a new one-step smoothing Newton method to solve it. At each iteration, the proposed method only need to solve one system of linear equations and perform one Armijo-type line search. The algorithm is proved to be convergent globally and superlinearly without requiring strict complementarity at the solution. Numerical experiments demonstrate the feasibility and efficiency of the new algorithm.

Details

ISSN :
00963003
Volume :
216
Database :
OpenAIRE
Journal :
Applied Mathematics and Computation
Accession number :
edsair.doi...........e0fb68d93d1131425019136aec8a37aa
Full Text :
https://doi.org/10.1016/j.amc.2010.02.001