Smoothing trust region methods for nonlinear complementarity problems with PO-functions

被引:20
|
作者
Yang, YF [1 ]
Qi, LQ
机构
[1] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China
[2] Hunan Univ, Coll Math & Econometr, Changsha 410082, Peoples R China
关键词
nonlinear complementarity problem; trust region method; smoothing method; global convergence; quadratic convergence;
D O I
10.1007/s10479-004-5026-x
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
By using the Fischer-Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow's smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with PO functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition.
引用
收藏
页码:99 / 117
页数:19
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