One-step smoothing Newton method for solving the mixed complementarity problem with a \(P_{0}\) function (Q1039706)

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One-step smoothing Newton method for solving the mixed complementarity problem with a \(P_{0}\) function
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    One-step smoothing Newton method for solving the mixed complementarity problem with a \(P_{0}\) function (English)
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    23 November 2009
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    In the numerical solution of the mixed complementarity problem, a smoothing method uses a smoothing function to approximate the mixed complementarity problem via a family of parametrized smooth equations and solves the smooth equations approximately at each iteration. This paper presents a new smoothing function which is obtained by smoothing the perturbed mid function. The new smoothing function has a property which allows the study of the boundedness of the iteration sequence generated by the smoothing methods for solving the mixed complementarity problem with a \(P_0\) function under the assumption the solution set of the mixed complementarity problem is nonempty and bounded. A one-step smoothing Newton algorithm is presented. The global convergence and local superlinear convergence of the algorithm under certain conditions are established. Some numerical experiments on two examples are reported.
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    mixed complementarity problem
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    Smoothing function
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    boundedness of iteration sequence
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    one-step smoothing Newton method
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    global convergence
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    rate of convergence
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    local superlinear convergence
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    algorithm
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    numerical experiments
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