Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function

CSpace

	Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function
	Huang, ZH ; Han, J ; Chen, Z
	2003-04-01
发表期刊	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN	0022-3239
卷号	117 期号:1 页码:39-68
摘要	By smoothing a perturbed minimum function, we propose in this paper a new smoothing function. The existence and continuity of a smooth path for solving the nonlinear complementarity problem (NCP) with a P-0 function are discussed. We investigate the boundedness of the iteration sequence generated by noninterior continuation/ smoothing methods under the assumption that the solution set of the NCP is nonempty and bounded. Based on the new smoothing function, we present a predictor-corrector smoothing Newton algorithm for solving the NCP with a P-0 function, which is shown to be globally linearly and locally superlinearly convergent under suitable assumptions. Some preliminary computational results are reported.
关键词	nonlinear complementarity problems boundedness of iteration sequence predictor-corrector smoothing Newton method global linear convergence local superlinear convergence
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000182660700003
出版者	KLUWER ACADEMIC/PLENUM PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18116
专题	中国科学院数学与系统科学研究院
通讯作者	Huang, ZH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China 2.Suzhou Univ, Dept Math, Suzhou 215006, Jiangsu Prov, Peoples R China
推荐引用方式 GB/T 7714	Huang, ZH,Han, J,Chen, Z. Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2003,117(1):39-68.
APA	Huang, ZH,Han, J,&Chen, Z.(2003).Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,117(1),39-68.
MLA	Huang, ZH,et al."Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 117.1(2003):39-68.