A SMOOTHING NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON A NEW NCP FUNCTION
Changfeng Ma
Abstract
Changfeng Ma
Abstract
In the article, we study the smoothness of the nonlinear complementarity problem. By means of a new smoothing NCP-function, the nonlinear complementarity problem can be reformulated as the solution of the equivalent smoothness equations, and we propose a new smoothing Newton method for solving nonlinear complementarity problem with P0-function (denoted by P0-NCP). Under suitable assumptions, we obtain the global and local quadratic convergence results of the proposed algorithm. Numerical experiments indicate that the proposed method is quite effective.
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In the article, we study the smoothness of the nonlinear complementarity problem. By means of a new smoothing NCP-function, the nonlinear complementarity problem can be reformulated as the solution of the equivalent smoothness equations, and we propose a new smoothing Newton method for solving nonlinear complementarity problem with P0-function (denoted by P0-NCP). Under suitable assumptions, we obtain the global and local quadratic convergence results of the proposed algorithm. Numerical experiments indicate that the proposed method is quite effective.
Key concepts: Nonlinear complementarity problem, Mixed complementarity problem, Smoothing, Mathematics, Complementarity theory, Smoothness, Complementarity (molecular biology), Nonlinear system