✦ LIBER ✦

A smoothing inexact Newton method for nonlinear complementarity problems

✍ Scribed by Shao-Ping Rui; Cheng-Xian Xu

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 448 KB
Volume: 233
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2009.10.018

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✦ Synopsis

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 convergence are established without strict complementarity assumption at the NCP solution. Preliminary numerical results indicate that the method is effective for large-scale NCP.

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