Mathematical Programming: Series A and B
A nonsmooth version of Newton's method
Mathematical Programming: Series A and B
Convergence analysis of some algorithms for solving nonsmooth equations
Mathematics of Operations Research
NE/SQP: a robust algorithm for the nonlinear complementarity problem
Mathematical Programming: Series A and B
A non-interior-point continuation method for linear complementarity problems
SIAM Journal on Matrix Analysis and Applications
On the resolution of monotone complementarity problems
Computational Optimization and Applications
Solution of monotone complementarity problems with locally Lipschitzian functions
Mathematical Programming: Series A and B - Special issue on computational nonsmooth optimization
Beyond Monotonicity in Regularization Methods for Nonlinear Complementarity Problems
SIAM Journal on Control and Optimization
Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
Mathematics of Computation
SIAM Journal on Optimization
Smooth Approximations to Nonlinear Complementarity Problems
SIAM Journal on Optimization
A variant smoothing Newton method for P0-NCP based on a new smoothing function
Journal of Computational and Applied Mathematics
Polynomial interior-point algorithms for P*(K) horizontal linear complementarity problem
Journal of Computational and Applied Mathematics
A smoothing inexact Newton method for nonlinear complementarity problems
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
ISNN'10 Proceedings of the 7th international conference on Advances in Neural Networks - Volume Part I
Hi-index | 7.30 |
The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for solving the nonlinear complementarity problem with P"0-function (P"0-NCP) based on the new smoothing NCP-function. The proposed algorithm solves only one linear system of equations and performs only one line search per iteration. Without requiring strict complementarity assumption at the P"0-NCP solution, the proposed algorithm is proved to be convergent globally and superlinearly under suitable assumptions. Furthermore, the algorithm has local quadratic convergence under mild conditions.