Improved smoothing Newton methods for P0 nonlinear complementarity problems

被引:21
作者
Zhang, Liping [1 ]
Wu, Soon-Yi [2 ]
Gao, Tingran [1 ]
机构
[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[2] Natl Cheng Kung Univ, Dept Math, Tainan 70101, Taiwan
基金
中国国家自然科学基金;
关键词
Smoothing Newton method; Nonlinear complementarity problem; Global convergence; CONSTRAINED VARIATIONAL-INEQUALITIES; NONSMOOTH EQUATIONS; CONTINUATION METHOD; CONVERGENCE; ALGORITHMS;
D O I
10.1016/j.amc.2009.04.088
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we consider a one-step smoothing Newton method for the solution of nonlinear complementarity problems with P-0-functions. The proposed algorithm is based on the smoothing symmetric perturbed Fischer function, and it is proven to generate bounded iteration sequence and to possess strongly global and local convergence properties under weaker conditions. Preliminary numerical results indicate that the proposed algorithm is promising. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码:324 / 332
页数:9
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