Title of article :
The convergence of a one-step smoothing Newton method for -NCP based on a new smoothing NCP-function
Author/Authors :
Ma، نويسنده , , Changfeng and Chen، نويسنده , , Xiaohong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
13
From page :
1
To page :
13
Abstract :
The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for solving the nonlinear complementarity problem with P 0 -function ( P 0 -NCP) based on the new smoothing NCP-function. The proposed algorithm solves only one linear system of equations and performs only one line search per iteration. Without requiring strict complementarity assumption at the P 0 -NCP solution, the proposed algorithm is proved to be convergent globally and superlinearly under suitable assumptions. Furthermore, the algorithm has local quadratic convergence under mild conditions.
Keywords :
Smoothing Newton method , global convergence , Superlinear/quadratic convergence , Nonlinear complementarity problem
Journal title :
Journal of Computational and Applied Mathematics
Serial Year :
2008
Journal title :
Journal of Computational and Applied Mathematics
Record number :
1554347
Link To Document :
بازگشت