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A Newton inexact interior-point method for large scale nonlinear optimization problems

โœ Scribed by C. Durazzi; V. Ruggiero


Publisher
Springer-Verlag
Year
2003
Tongue
German
Weight
909 KB
Volume
49
Category
Article
ISSN
0430-3202

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โœ Shao-Ping Rui; Cheng-Xian Xu ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 448 KB

In this article, we propose a new smoothing inexact Newton algorithm for solving nonlinear complementarity problems (NCP) base on the smoothed Fischer-Burmeister function. In each iteration, the corresponding linear system is solved only approximately. The global convergence and local superlinear co