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 inTransactions of Tianjin University Vol. 16; no. 2; pp. 138 - 141
Main Author 王萍 臧玉卫 张颖
Format Journal Article
LanguageEnglish
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
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ISSN1006-4982
1995-8196
DOI10.1007/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.
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