Regularization Semismooth Newton Method for P0-NCPs with Non-monotone Line Search
Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a p0 -function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-mono...
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Published in | Transactions of Tianjin University Vol. 16; no. 2; pp. 138 - 141 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Heidelberg
Tianjin University
01.04.2010
School of Sciences, Tianjin University, Tianjin 300072, China%Tianjin University Beiyang Science and Technology Development Co. Ltd., Tianjin 300072, China |
Subjects | |
Online Access | Get full text |
ISSN | 1006-4982 1995-8196 |
DOI | 10.1007/s12209-010-0025-2 |
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Summary: | Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a p0 -function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard as- sumptions. |
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Bibliography: | O221.2 12-1248/T nonlinearity complementarity semismooth Newton method nonlinearity; complementarity; semismooth Newton method; Fischer-Burrneister function Fischer-Burrneister function O242.23 |
ISSN: | 1006-4982 1995-8196 |
DOI: | 10.1007/s12209-010-0025-2 |