Superlinear/Quadratic One-step Smoothing Newton Method for P^sub 0^-function (P^sub 0^-NCP)

We propose a one-step smoothing Newton method for solving the non-linear complementarity problem with P^sub 0^-function (P^sub 0^-NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPF-function). The proposed algorithm has to solve only one linear system of e...

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Bibliographic Details
Published inActa mathematica Sinica. English series Vol. 21; no. 1; p. 117
Main Authors Zhang, Li Ping, Han, Ji Ye, Huang, Zheng Hai
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.02.2005
Subjects
Algorithms
Convergence
Mathematical problems
Methods
Studies
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Summary:We propose a one-step smoothing Newton method for solving the non-linear complementarity problem with P^sub 0^-function (P^sub 0^-NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPF-function). The proposed algorithm has to solve only one linear system of equations and performs only one line search per iteration. Without requiring any strict complementarity assumption at the P^sub 0^-NCP solution, we show that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. Compared to the previous literatures, our algorithm has stronger convergence results under weaker conditions.[PUBLICATION ABSTRACT]
ISSN:1439-8516
1439-7617
DOI:10.1007/s10114-004-0412-5