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2006•Journal of Guilin University of Electronic TechnologyRequires access

A globally convergent smoothing Newton method for solving nonlinear complementarity problem

Changfeng Ma

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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 has been proved to be well-defined and globally convergent under weaker conditions.

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What this paper is about

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 has been proved to be well-defined and globally convergent under weaker conditions.

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Available 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 has been proved to be well-defined and globally convergent under weaker conditions.

Key concepts: Nonlinear complementarity problem, Smoothing, Mixed complementarity problem, Parameterized complexity, Complementarity theory, Mathematics, Complementarity (molecular biology), Nonlinear system

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