A new continuation method for complementarity problems with uniformP-functions
β Scribed by Masakazu Kojima; Shinji Mizuno; Toshihito Noma
- Publisher
- Springer-Verlag
- Year
- 1989
- Tongue
- English
- Weight
- 312 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0025-5610
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π SIMILAR VOLUMES
A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas' method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a
## Communicated by J. Cash In this paper, we present a new one-step smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). Based on a new smoothing function, the SOCCP is approximated by a family of parameterized smooth equations. At each iteration, the proposed