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On convergence of a smoothing Broyden-like method for -NCP

✍ Scribed by Changfeng Ma; Xiaohong Chen; Jia Tang


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
201 KB
Volume
9
Category
Article
ISSN
1468-1218

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✦ Synopsis


A smoothing Broyden-like method is proposed for solving nonlinear complementarity problem in this paper. The algorithm considered here is based on the smooth approximation Fischer-Burmeister function and makes use of the line search rule of Li and Fukushima [A derivative-free line search and global convergence of Broyden-like method for nonlinear equations, Optim. Methods Software 13(3) (2000) 181-201]. Under suitable conditions, the iterates generated by the proposed method converge to a solution of the nonlinear complementarity problem globally and superlinearly.


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