A full-Newton step non-interior continuation algorithm for a class of complementarity problems (Q408218)

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A full-Newton step non-interior continuation algorithm for a class of complementarity problems
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    A full-Newton step non-interior continuation algorithm for a class of complementarity problems (English)
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    29 March 2012
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    Semilinear complementarity problems arising from the discretization of free boundary value problems are solved with a non-interior continuation method by using a full Newton step at each iteration step. The algorithm converges monotonically, and it is globally linearly and locally superlinearly convergent. Numerical results demonstrate the performance of the algorithm.
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    Monotone convergence
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    linear convergence
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    non-interior continuation method
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    semilinear complementarity problems
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    free boundary value problems
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    numerical results
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