The modulus-based nonsmooth Newton's method for solving a class of nonlinear complementarity problems of P-matrices

被引:17
作者
Zheng, Hua [1 ]
Vong, Seakweng [2 ]
机构
[1] Shaoguan Univ, Sch Math & Stat, Shaoguan, Peoples R China
[2] Univ Macau, Dept Math, Macau, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonlinear complementarity problem; Modulus-based method; Nonsmooth Newton's method; P-matrix; SPLITTING ITERATION METHODS; IMPROVED CONVERGENCE THEOREMS; VARIATIONAL INEQUALITY; SMOOTHING METHODS; ALGORITHMS;
D O I
10.1007/s10092-018-0279-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By applying the Newton's iteration to the equivalent modulus equations of the nonlinear complementarity problems of P-matrices, a modulus-based nonsmooth Newton's method is established. The nearly quadratic convergence of the new method is proved under some assumptions. The strategy of choosing the initial iteration vector is given, which leads to a modified method. Numerical examples show that the new methods have higher convergence precision and faster convergence rate than the known modulus-based matrix splitting iteration method.
引用
收藏
页数:17
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