Title
Newton's Method for the Nonlinear Complementarity Problem: A B-Differentiable Equation Approach
Abstract
This paper describes a damped-Newton method for solving the nonlinear complementarity problem when it is formulated as a system of B-differentiable equations through the use of the Minty-map. This general Newton algorithm contains a one-dimensional line search and possesses a global convergence property under certain conditions; modifications and heuristic implementations of the algorithm for the case when these conditions do not hold are also discussed. The numerical experiments show that, in general, this new scheme is more efficient and robust than the traditional Josephy-Newton algorithm.
Year
DOI
Venue
1990
10.1007/BF01582262
MATHEMATICAL PROGRAMMING
Keywords
DocType
Volume
global-newton method. i. introduction,nonlinear complementarity,b-differentiable function
Journal
48
Issue
ISSN
Citations 
3
0025-5610
26
PageRank 
References 
Authors
14.58
12
2
Name
Order
Citations
PageRank
Patrick T. Harker121758.10
Baichun Xiao221738.49