2010•天津大学学报:英文版Requires access

Smoothing Newton Algorithm for Solving Generalized Complementarity Problem

刘晓红, 倪铁

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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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What this paper is about

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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Available 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.

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

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