A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs

  • Authors:
  • Jein-Shan Chen;Shaohua Pan

  • Affiliations:
  • Department of Mathematics, National Taiwan Normal University, Taipei 11677, Taiwan;School of Mathematical Sciences, South China University of Technology, Guangzhou 510641, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

We consider a regularization method for nonlinear complementarity problems with F being a P"0-function which replaces the original problem with a sequence of the regularized complementarity problems. In this paper, this sequence of regularized complementarity problems are solved approximately by applying the generalized Newton method for an equivalent augmented system of equations, constructed by the generalized Fischer-Burmeister (FB) NCP-functions @f"p with p1. We test the performance of the regularization semismooth Newton method based on the family of NCP-functions through solving all test problems from MCPLIB. Numerical experiments indicate that the method associated with a smaller p, for example p@?[1.1,2], usually has better numerical performance, and the generalized FB functions @f"p with p@?[1.1,2) can be used as the substitutions for the FB function @f"2.