Smoothing Newton method for generalized complementarity problems based on a new smoothing function
β Scribed by Zheng, Xiuyun; Shi, Jiarong
- Book ID
- 122839166
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 337 KB
- Volume
- 231
- Category
- Article
- ISSN
- 0096-3003
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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
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