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Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems

✍ Scribed by Donghui Li; Masao Fukushima

Book ID
111563031
Publisher
Springer US
Year
2000
Tongue
English
Weight
146 KB
Volume
17
Category
Article
ISSN
0926-6003

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A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas' method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a

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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