A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems

1997 ◽  
Vol 76 (3) ◽  
pp. 493-512 ◽  
Author(s):  
Francisco Facchinei ◽  
Christian Kanzow
Keyword(s):  
Newton Method ◽  
Large Scale ◽  
Complementarity Problems ◽  
Nonlinear Complementarity Problems ◽  
Inexact Newton Method ◽  
Nonlinear Complementarity

scholarly journals A Smoothing Inexact Newton Method for Nonlinear Complementarity Problems

2015 ◽  
Vol 2015 ◽  
pp. 1-12
Author(s):  
Zhong Wan ◽  
HuanHuan Li ◽  
Shuai Huang
Keyword(s):  
Newton Method ◽  
Complementarity Problems ◽  
Nonlinear Complementarity Problems ◽  
Test Problems ◽  
Inexact Newton Method ◽  
Exact Methods ◽  
Nonlinear Complementarity ◽  
Numerical Performance ◽  
The One ◽  
Inexact Algorithm

A smoothing inexact Newton method is presented for solving nonlinear complementarity problems. Different from the existing exact methods, the associated subproblems are not necessary to be exactly solved to obtain the search directions. Under suitable assumptions, global convergence and superlinear convergence are established for the developed inexact algorithm, which are extensions of the exact case. On the one hand, results of numerical experiments indicate that our algorithm is effective for the benchmark test problems available in the literature. On the other hand, suitable choice of inexact parameters can improve the numerical performance of the developed algorithm.

A Smoothing Method for Solving the NCP Based on a New Smoothing Approximate Function

2013 ◽  
Vol 462-463 ◽  
pp. 294-297
Author(s):  
Wei Meng ◽  
Zhi Yuan Tian ◽  
Xin Lei Qu
Keyword(s):  
Global Convergence ◽  
Newton Method ◽  
Complementarity Problems ◽  
Numerical Results ◽  
Nonlinear Complementarity Problems ◽  
Smoothing Method ◽  
Smoothing Newton Method ◽  
Nonlinear Complementarity ◽  
Approximate Function

A new smoothing approximate function of the FischerBurmeister function is given. A modified smoothing Newton method based on the function is proposed for solving a kind of nonlinear complementarity problems. Under suitable conditions, the global convergence of the method is proved. Numerical results show the effectiveness of the method.

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