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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
Source PublicationJOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN0022-3239
Volume117Issue:1Pages:39-68
AbstractBy 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.
Keywordnonlinear complementarity problems boundedness of iteration sequence predictor-corrector smoothing Newton method global linear convergence local superlinear convergence
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000182660700003
PublisherKLUWER ACADEMIC/PLENUM PUBL
Citation statistics
Cited Times:78[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/18116
Collection中国科学院数学与系统科学研究院
Affiliation1.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
Recommended Citation
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.
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