Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem

✍ Scribed by Bilian Chen; Changfeng Ma

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 290 KB
• Volume: 12
• Category: Article
• ISSN: 1468-1218
• DOI: 10.1016/j.nonrwa.2010.09.021

✦ Synopsis

In this article, we first reformulate the generalized nonlinear complementarity problem (GNCP) over a polyhedral cone as a smoothing system of equations and then suggest a smoothing Broyden-like method for solving it. The proposed algorithm has to solve only one system of nonhomogeneous linear equations, perform only one line search and update only one matrix per iteration. We show that the iteration sequence generated by the proposed algorithm converges globally and superlinearly under suitable conditions. Furthermore, the algorithm has local quadratic convergence under mild assumptions. Some numerical examples are given to illustrate the performance and efficiency of the presented algorithm.