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A Smoothing Inexact Newton Method for Generalized Nonlinear Complementarity Problem
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-12
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
Based on the smoothing function of penalized Fischer-Burmeister NCP-function, we propose a new smoothing inexact Newton algorithm with non-monotone line search for solving the generalized nonlinear complementarity problem.
We view the smoothing parameter as an independent variable.
Under suitable conditions, we show that any accumulation point of the generated sequence is a solution of the generalized nonlinear complementarity problem.
We also establish the local superlinear (quadratic) convergence of the proposed algorithm under the BD-regular assumption.
Preliminary numerical experiments indicate the feasibility and efficiency of the proposed algorithm.
American Psychological Association (APA)
Li, Meixia& Che, Haitao. 2012. A Smoothing Inexact Newton Method for Generalized Nonlinear Complementarity Problem. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-1001571
Modern Language Association (MLA)
Li, Meixia& Che, Haitao. A Smoothing Inexact Newton Method for Generalized Nonlinear Complementarity Problem. Mathematical Problems in Engineering No. 2012 (2012), pp.1-17.
https://search.emarefa.net/detail/BIM-1001571
American Medical Association (AMA)
Li, Meixia& Che, Haitao. A Smoothing Inexact Newton Method for Generalized Nonlinear Complementarity Problem. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-1001571
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001571