A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions

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	A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions
	Chen, BT ; Xiu, NH
	1999-10-19
发表期刊	SIAM JOURNAL ON OPTIMIZATION
ISSN	1052-6234
卷号	9 期号:3 页码:605-623
摘要	A noninterior continuation method is proposed for nonlinear complementarity problems. It improves the noninterior continuation methods recently studied by Burke and Xu [Math. Oper. Res., 23 (1998), pp. 719-734] and Xu [The Global Linear Convergence of an Infeasible Non-Interior Path-following Algorithm for Complementarity Problems with Uniform P-functions, Preprint, Department of Mathematics, University of Washington, Seattle, 1996]; the interior point neighborhood technique is extended to a broader class of smoothing functions introduced by Chen and Mangasarian [Comput. Optim. Appl., 5 (1996), pp. 97-138]. The method is shown to be globally linearly convergent following the methodology established by Burke and Xu. In addition, a local acceleration step is added to the method so that it is also locally quadratically convergent under suitable assumptions.
关键词	nonlinear complementarity problem continuation method smoothing function global linear convergence local quadratic convergence
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000083146400003
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14883
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, BT
作者单位	1.Washington State Univ, Dept Management & Syst, Pullman, WA 99164 USA 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Chen, BT,Xiu, NH. A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions[J]. SIAM JOURNAL ON OPTIMIZATION,1999,9(3):605-623.
APA	Chen, BT,&Xiu, NH.(1999).A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions.SIAM JOURNAL ON OPTIMIZATION,9(3),605-623.
MLA	Chen, BT,et al."A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions".SIAM JOURNAL ON OPTIMIZATION 9.3(1999):605-623.