DocumentCode
2635286
Title
Solution of Nonlinear Complementarity Problems with Inexact Newton Methods
Author
Kalashnykova, Nataliya I. ; Kalashnikov, Vyacheslav V. ; Franco, Aarón Arévalo
Author_Institution
Dept. of Phys. & Math., Autonomous Univ. of Nuevo Leon, Nuevo Leon
fYear
2008
fDate
18-20 June 2008
Firstpage
218
Lastpage
218
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; optimisation; inexact Newton methods; inner step accuracy control technique; nonlinear complementarity problems; Computational efficiency; Error correction; Jacobian matrices; Mathematics; Newton method; Optimal control; Optimization methods; Physics;
fLanguage
English
Publisher
ieee
Conference_Titel
Innovative Computing Information and Control, 2008. ICICIC '08. 3rd International Conference on
Conference_Location
Dalian, Liaoning
Print_ISBN
978-0-7695-3161-8
Electronic_ISBN
978-0-7695-3161-8
Type
conf
DOI
10.1109/ICICIC.2008.502
Filename
4603407
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