A one-step smoothing newton method based on a new class of one-parametric nonlinear complementarity functions for P0-NCP

Authors:
Liang Fang;Xianming Kong;Xiaoyan Ma;Han Li;Wei Zhang
Affiliations:
College of Mathematics and System Science, Taishan University, Tai'an, P.R China;College of Mathematics and System Science, Taishan University, Tai'an, P.R China;College of Mathematics and System Science, Taishan University, Tai'an, P.R China;Department of Mathematics, Heze University, Heze, P.R China;College of Mathematics and System Science, Taishan University, Tai'an, P.R China
Venue:
ISNN'10 Proceedings of the 7th international conference on Advances in Neural Networks - Volume Part I
Year:
2010

Citing 4
Cited 0

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The convergence of a one-step smoothing Newton method for P0-NCP based on a new smoothing NCP-function

Journal of Computational and Applied Mathematics

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Abstract

Nonlinear complementarity problem with P0-function is studied Based on a new class of one-parametric nonlinear complementarity functions, the problem is approximated by a family of parameterized smooth equations and a one-step smoothing Newton method is presented The proposed algorithm only need to solve one system of linear equations and perform one line search per iteration It is proved to be convergent globally and superlinearly without strict complementarity Moreover, the algorithm has locally quadratic convergence under mild conditions.