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A variant smoothing Newton method for P0-NCP based on a new smoothing function

✍ Scribed by Jian Zhang; Ke-Cun Zhang

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
483 KB
Volume
225
Category
Article
ISSN
0377-0427

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✦ Synopsis

In this paper, we present a new one-step smoothing Newton method proposed for solving the non-linear complementarity problem with P 0 -function based on a new smoothing NCP-function. We adopt a variant merit function. Our algorithm needs only to solve one linear system of equations and perform one line search per iteration. It shows that any accumulation point of the iteration sequence generated by our algorithm is a solution of P 0 -NCP. Furthermore, under the assumption that the solution set is non-empty and bounded, we can guarantee at least one accumulation point of the generated sequence. Numerical experiments show the feasibility and efficiency of the algorithm.

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