Superlinear/quadratic one-step smoothing newton method for P-0-NCP

doi:10.1007/s10114-004-0412-5

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	Superlinear/quadratic one-step smoothing newton method for P-0-NCP
	Zhang, LP ; Han, JY ; Huang, ZH
	2005
发表期刊	ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN	1439-8516
卷号	21 期号:1 页码:117-128
摘要	We propose a one-step smoothing Newton method for solving the non-linear complementarity problem with P-o-function (P-o-NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPF-function). The proposed algorithm has to solve only one linear system of equations and performs only one line search per iteration. Without requiring any strict complementarity assumption at the P-o-NCP solution, we show that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. Compared to the previous literatures, our algorithm has stronger convergence results under weaker conditions.
关键词	non-linear complementarity problems smoothing Newton method superlinear/quadratic convergence
DOI	10.1007/s10114-004-0412-5
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000227645200012
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2103
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, LP
作者单位	1.Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, LP,Han, JY,Huang, ZH. Superlinear/quadratic one-step smoothing newton method for P-0-NCP[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2005,21(1):117-128.
APA	Zhang, LP,Han, JY,&Huang, ZH.(2005).Superlinear/quadratic one-step smoothing newton method for P-0-NCP.ACTA MATHEMATICA SINICA-ENGLISH SERIES,21(1),117-128.
MLA	Zhang, LP,et al."Superlinear/quadratic one-step smoothing newton method for P-0-NCP".ACTA MATHEMATICA SINICA-ENGLISH SERIES 21.1(2005):117-128.