Inexact Newton Algorithm to Solve Nonlinear Complementarity Problems

Author

Kalashnykova, Nataliya I. ; Kalashnikov, Vyacheslav V. ; Franco, Aarón Arévalo

Author_Institution

Dept. of Phys. & Math., Autonomous Univ. of Nuevo Leon, San Nicolas de los Garzas

Volume

3

fYear

2008

Firstpage

67

Lastpage

71

Abstract

The paper describes a version of the inexact Newton algorithm to solve nonlinear complementarity problems (NCP). New classes of NCP are specified for which the inexact Newton method globally converges at the superlinear rate. Moreover, an inner step accuracy control technique is developed and applied to the inexact Newton method to optimize the total computational cost. Finally, two forms of implementation of the numerical procedure of the said algorithm are presented.

Keywords

Newton method; convergence; nonlinear programming; global convergence; inexact Newton algorithm; inner step accuracy control technique; nonlinear complementarity problems; total computational cost optimisation; Computational efficiency; Convergence; Ear; Gold; Intelligent systems; Jacobian matrices; Mathematics; Newton method; Optimization methods; Physics; Complementarity problem; inexact Newton method;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Systems Design and Applications, 2008. ISDA '08. Eighth International Conference on

Conference_Location

Kaohsiung

Print_ISBN

978-0-7695-3382-7

Type

conf

DOI

10.1109/ISDA.2008.224

Filename

4696439