Globally convergent Jacobian smoothing inexact Newton methods for NCP

Authors:
Nataša Krejić;Sanja Rapajić
Affiliations:
Department of Mathematics and Informatics, University of Novi Sad, Novi Sad, Serbia 21000;Department of Mathematics and Informatics, University of Novi Sad, Novi Sad, Serbia 21000
Venue:
Computational Optimization and Applications
Year:
2008

Citing 16
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Abstract

A new smoothing algorithm for the solution of nonlinear complementarity problems (NCP) is introduced in this paper. It is based on semismooth equation reformulation of NCP by Fischer---Burmeister function and its related smooth approximation. In each iteration the corresponding linear system is solved only approximately. Since inexact directions are not necessarily descent, a nonmonotone technique is used for globalization procedure. Numerical results are also presented.