The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for
On convergence of a smoothing Broyden-like method for -NCP
β 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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β¦ 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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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 l
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