A Smoothing Trust Region Method for NCPs Based on the Smoothing Generalized Fischer-Burmeister Function
Year: 2011
Journal of Computational Mathematics, Vol. 29 (2011), Iss. 3 : pp. 261–286
Abstract
Based on a reformulation of the complementarity problem as a system of nonsmooth equations by using the generalized Fischer-Burmeister function, a smoothing trust region algorithm with line search is proposed for solving general (not necessarily monotone) nonlinear complementarity problems. Global convergence and, under a nonsingularity assumption, local Q-superlinear/Q-quadratic convergence of the algorithm are established. In particular, it is proved that a unit step size is always accepted after a finite number of iterations. Numerical results also confirm the good theoretical properties of our approach.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1009-m3216
Journal of Computational Mathematics, Vol. 29 (2011), Iss. 3 : pp. 261–286
Published online: 2011-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 26
Keywords: Nonlinear complementarity problem Smoothing method Trust region method Global convergence Local superlinear convergence.
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A Levenberg–Marquardt Method for Nonlinear Complementarity Problems Based on Nonmonotone Trust Region and Line Search Techniques
Fan, Bin
Ma, Changfeng
Wu, Aidi
Wu, Chao
Mediterranean Journal of Mathematics, Vol. 15 (2018), Iss. 3
https://doi.org/10.1007/s00009-018-1168-y [Citations: 1]