Title of article :
A New Smooth NCP Function for Solving Semidefinite Nonlinear Complementarity Problems
Author/Authors :
Ferhaoui ، Mohamed Department of Sciences and Technology - School of Mathematics - University of Ibn Khaldoun , Benahmed ، Boubakeur Department of Preparatory Training in Sciences and Technology - School of Mathematics - National Polytechnic School , Mouhadjer ، Lotfi Department of Mathematics - School of Mathematics - Higher School of Applied Sciences
Abstract :
In this paper, we propose to solve semidefinite nonlinear complementarity problems (NCP) associated to a nonlinear matrix function , by a quasi-Newton method. For this, we reformulate this problem as a smooth nonlinear matrix equation by using a new smooth NCP matrix function, then we apply a quasi-Newton method for solving this matrix equation.We prove the local superlinear convergence of our algorithm and we give some numerical examples to illustrate the efficiency of the proposed method.
Keywords :
Semidefinite nonlinear complementarity problems , NCP matrix function , Matrix equation , Quasi , Newton method , Superlinear convergence
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society
