A smoothing Newton method for symmetric cone complementarity problems

2013 ◽  
Vol 9 (2) ◽  
pp. 225-244 ◽  
Author(s):  
Jia Tang ◽  
Changfeng Ma
Keyword(s):  
Newton Method ◽  
Complementarity Problems ◽  
Symmetric Cone ◽  
Smoothing Newton Method

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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