A regularization smoothing Newton method for solving nonlinear complementarity problem

被引：12

作者：

Chen, Xiaohong ^{[2
]}

Ma, Changfeng ^{[1
,2
]}

机构：

[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China

[2] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541004, Peoples R China

来源：

NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS | 2009年 / 10卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Nonlinear complementarity problem; Regularization method; Smoothing Newton method; Perturb; Convergence; VARIATIONAL INEQUALITY;

D O I：

10.1016/j.nonrwa.2008.02.010

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a regularization smoothing Newton method for solving nonlinear complementarity problem with PO-function (denoted by P-0-NCP(F)) based on Fischer-Burmeister function with perturbed parameter e, which is also called smoothing parameter. The algorithm considered here has global convergence. Under suitable conditions, the method has a superlinear and quadratic convergence rate without requiring strict complementarity conditions. Moreover, at each step, we only solve a linear system of equations. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1702 / 1711

页数：10

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