Year: 2012
Numerical Mathematics: Theory, Methods and Applications, Vol. 5 (2012), Iss. 2 : pp. 186–204
Abstract
In this paper, we propose a regularized version of the generalized NCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009), pp. 69-82]. Based on this regularized function, we propose a semismooth Newton method for solving nonlinear complementarity problems, where a non-monotone line search scheme is used. In particular, we show that the proposed non-monotone method is globally and locally superlinearly convergent under suitable assumptions. We test the proposed method by solving the test problems from MCPLIB. Numerical experiments indicate that this algorithm has better numerical performance in the case of $p=5$ and $\theta\in[0.25,075]$ than other cases.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/nmtma.2012.m10027
Numerical Mathematics: Theory, Methods and Applications, Vol. 5 (2012), Iss. 2 : pp. 186–204
Published online: 2012-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 19
Keywords: Nonlinear complementarity problem non-monotone line search semismooth Newton method global convergence local superlinear convergence.