Smoothing Newton method for generalized complementarity problems based on a new smoothing function

In this paper, the generalized complementarity problem is studied. Based on a new smoothing function, the generalized complementarity problem is solved by a smoothing Newton-type algorithm. Under suitable conditions, we prove that the iteration sequence generated by the proposed smoothing method is...

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Bibliographic Details
Published inApplied mathematics and computation Vol. 231; pp. 160 - 168
Main Authors Zheng, Xiuyun, Shi, Jiarong
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.03.2014
Subjects
Generalized nonlinear complementarity problem
Global convergence
Smoothing function
Smoothing Newton method
Global convergence
Smoothing function
Smoothing Newton method
Generalized nonlinear complementarity problem
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Summary:In this paper, the generalized complementarity problem is studied. Based on a new smoothing function, the generalized complementarity problem is solved by a smoothing Newton-type algorithm. Under suitable conditions, we prove that the iteration sequence generated by the proposed smoothing method is bounded and the proposed algorithm is globally convergent. Some numerical results are reported.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2013.12.170