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One-step Smoothing Newton Method for Solving Complementarity Problem with P_0-NCP

Changfeng Ma

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Abstract

A nonlinear complementarity problem(denoted by(NCP(F))) can be reformulated as a nonsmooth equation.Based on a new smoothing function,the problem is approximated by a new smooth equation.The authors present a one-step smoothing Newton method for solving complementarity problem with P0-function.The algorithm is proved to be convergent globally.Some numerical results show that this method is effective.

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What this paper is about

A nonlinear complementarity problem(denoted by(NCP(F))) can be reformulated as a nonsmooth equation.Based on a new smoothing function,the problem is approximated by a new smooth equation.The authors present a one-step smoothing Newton method for solving complementarity problem with P0-function.The algorithm is proved to be convergent globally.Some numerical results show that this method is effective.

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Available abstract

A nonlinear complementarity problem(denoted by(NCP(F))) can be reformulated as a nonsmooth equation.Based on a new smoothing function,the problem is approximated by a new smooth equation.The authors present a one-step smoothing Newton method for solving complementarity problem with P0-function.The algorithm is proved to be convergent globally.Some numerical results show that this method is effective.

Key concepts: Nonlinear complementarity problem, Smoothing, Mixed complementarity problem, Complementarity theory, Complementarity (molecular biology), Mathematics, Newton's method, Mathematical optimization

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