A new modified one-step smoothing Newton method for solving the general mixed complementarity problem

被引：1

作者：

Liu, Sanyang ^{[2
]}

Tang, Jia ^{[2
]}

Ma, Changfeng ^{[1
]}

机构：

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

[2] Xidian Univ, Dept Math & Comp Sci, Xian 710071, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 216卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Mixed complementarity problem; Modified one-step smoothing Newton method; Chen-Harker-Kanzow-Smale smooth function; Global convergence; Superlinear convergence; VARIATIONAL INEQUALITY PROBLEMS; FILTER METHOD; NCP-FUNCTION; CONVERGENCE; P-0-NCP;

D O I：

10.1016/j.amc.2010.02.006

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In last decades, there has been much effort on the solution and the analysis of the mixed complementarity problem (MCP) by reformulating MCP as an unconstrained minimization involving an MCP function. In this paper, we propose a new modified one-step smoothing Newton method for solving general (not necessarily P(0)) mixed complementarity problems based on well-known Chen-Harker-Kanzow-Smale smooth function. Under suitable assumptions, global convergence and locally superlinear convergence of the algorithm are established. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：1140 / 1149

页数：10

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