A Penalty Technique for Nonlinear Complementarity Problems

A Penalty Technique for Nonlinear Complementarity Problems

Year:    1998

Author:    Donghui Li, Jinping Zeng

Journal of Computational Mathematics, Vol. 16 (1998), Iss. 1 : pp. 40–50

Abstract

In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1998-JCM-9140

Journal of Computational Mathematics, Vol. 16 (1998), Iss. 1 : pp. 40–50

Published online:    1998-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    11

Keywords:    Optimization nonlinear complementarity.

Author Details

Donghui Li

Jinping Zeng