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2007•Journal of Fujian Normal UniversityRequires access

A One-step Smoothing Newton Method for P_0-NCP

Changfeng Ma

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Abstract

It is an important approach to convert the nonlinear complementarity problem into solving a smooth equations.By introducing a new smoothing NCP-function,the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton algorithm is presented for solving the nonlinear complementarity problem with P0-function(denoted by P0-NCP) based on the new smoothing NCP-function of generalized Fischer-Burmeister function.The proposed algorithm is proved to be well-defined and convergent globally under weaker conditions.

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What this paper is about

It is an important approach to convert the nonlinear complementarity problem into solving a smooth equations.By introducing a new smoothing NCP-function,the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton algorithm is presented for solving the nonlinear complementarity problem with P0-function(denoted by P0-NCP) based on the new smoothing NCP-function of generalized Fischer-Burmeister function.The proposed algorithm is proved to be well-defined and convergent globally under weaker conditions.

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Available abstract

It is an important approach to convert the nonlinear complementarity problem into solving a smooth equations.By introducing a new smoothing NCP-function,the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton algorithm is presented for solving the nonlinear complementarity problem with P0-function(denoted by P0-NCP) based on the new smoothing NCP-function of generalized Fischer-Burmeister function.The proposed algorithm is proved to be well-defined and convergent globally under weaker conditions.

Key concepts: Nonlinear complementarity problem, Smoothing, Parameterized complexity, Mathematics, Nonlinear system, Newton's method, Applied mathematics, Mixed complementarity problem

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