A new smoothing quasi-Newton method for nonlinear complementarity problems

Authors:
Sandra Buhmiler;Nataša Krejić
Affiliations:
Faculty of Technical Sciences, University of Novi Sad, Novi Sad, Serbia;Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000 Novi Sad, Serbia
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas' method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas' and Broyden's methods.