Paper Info
Title
The numerical study of a regularized smoothing Newton method for solving P 0-NCP based on the generalized smoothing Fischer-Burmeister function
Abstract
The nonlinear complementarity problems (denoted by NCPs) usually are reformulated as the solution of a nonsmooth system of equations. In this paper, we will present a regularized smoothing Newton method for solving nonlinear complementarity problems with P0-function (P0-NCPs) based on the generalized smoothing Fischer–Burmeister NCP-function ϕp(μ,a,b) with p>1, where μ is smoothing parameter. Without requiring strict complementarity assumption at the P0-NCPs solution, the proposed algorithm is proved to be globally and superlinearly convergent under suitable assumptions. Furthermore, the algorithm is locally quadratic convergent under mild conditions. Numerical experiments indicate that the proposed method is quite effective. In addition, in this paper, the regularization parameter ε in our algorithm is viewed as an independent variable, hence, our algorithm seems to be simpler and more easily implemented compared to many existing literatures.
Year
DOI
Venue
2012
10.1016/j.amc.2012.01.003
Applied Mathematics and Computation
Keywords
Field
DocType
Nonlinear complementarity problem,P0-function,Smoothing and regularization Newton method,Global convergence,Superlinear/quadratic convergence,Numerical experiment
Complementarity (molecular biology),Mathematical optimization,System of linear equations,Mathematical analysis,Quadratic equation,Smoothing,Regularization (mathematics),Variables,Mathematics,Nonlinear complementarity problem,Newton's method
Journal
Volume
Issue
ISSN
218
13
0096-3003
Citations 
PageRank 
References 
1
0.36
17
Authors
2
Name
Order
Citations
PageRank
Na Huang1303.22
Changfeng Ma219729.63