Title
A new smoothing Broyden-like method for solving nonlinear complementarity problem with a P 0-function.
Abstract
In this paper, we propose a new smoothing Broyden-like method for solving nonlinear complementarity problem with P (0) function. The presented algorithm is based on the smoothing symmetrically perturbed minimum function phi(a, b) = min{a, b} and makes use of the derivative-free line search rule of Li et al. (J Optim Theory Appl 109(1):123-167, 2001). Without requiring any strict complementarity assumption at the P (0)-NCP solution, we show that the iteration sequence generated by the suggested algorithm converges globally and superlinearly under suitable conditions. Furthermore, the algorithm has local quadratic convergence under mild assumptions. Some numerical results are also reported in this paper.
Year
DOI
Venue
2011
10.1007/s10898-010-9640-7
JOURNAL OF GLOBAL OPTIMIZATION
Keywords
Field
DocType
Nonlinear complementarity problems,Smoothing Broyden-like method,Global convergence,Superlinear/Quadratic convergence,Numerical results
Complementarity (molecular biology),Mathematical optimization,Mathematical analysis,Complementarity theory,Smoothing,Line search,Rate of convergence,Mixed complementarity problem,Linear complementarity problem,Mathematics,Nonlinear complementarity problem
Journal
Volume
Issue
ISSN
51.0
3
0925-5001
Citations 
PageRank 
References 
2
0.38
18
Authors
2
Name
Order
Citations
PageRank
Bilian Chen120.38
Changfeng Ma219729.63