A monotone semismooth Newton type method for a class of complementarity problems

Authors:
Zhe Sun;Jinping Zeng
Affiliations:
College of Mathematics and Information Science, Jiangxi Normal University, Nanchang, Jiangxi, PR China;College of Computer, Dongguan University of Technology. Dongguan, Guangdong, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2011

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Abstract

In this paper, we propose a modified semismooth Newton method for a class of complementarity problems arising from the discretization of free boundary problems and establish its monotone convergence. We show that under appropriate conditions, the method reduces to semismooth Newton method. We also do some preliminary numerical experiments to show the efficiency of the proposed method.