Smoothing Newton Algorithm for Solving Generalized Complementarity Problem
刘晓红, 倪铁
Abstract
刘晓红, 倪铁
Abstract
The generalized complementarity problem includes the well-known nonlinear complementarity problem and linear complementarity problem as special cases.In this paper, based on a class of smoothing functions, a smoothing Newton-type algorithm is proposed for solving the generalized complementarity problem.Under suitable assumptions, the proposed algorithm is well-defined and global convergent.
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The generalized complementarity problem includes the well-known nonlinear complementarity problem and linear complementarity problem as special cases.In this paper, based on a class of smoothing functions, a smoothing Newton-type algorithm is proposed for solving the generalized complementarity problem.Under suitable assumptions, the proposed algorithm is well-defined and global convergent.
Key concepts: Mixed complementarity problem, Smoothing, Complementarity theory, Complementarity (molecular biology), Nonlinear complementarity problem, Mathematics, Mathematical optimization, Newton's method