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A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

✍ Scribed by Liqun Qi; Defeng Sun; Guanglu Zhou


Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
226 KB
Volume
87
Category
Article
ISSN
0025-5610

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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