A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems

DOI10.3390/A8041195MaRDI QIDQ1736744zbMATH OpenOpenAlexFDO

Authors Ajie Chu, Shouqiang Du, Yixiao Su

Publication date 26 March 2019

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a8041195

zbMATH Keywords

conjugate gradient methodnonlinear nonsmooth complementarity problemssmoothing Fischer-Burmeister function

Mathematics Subject Classification ID

Numerical methods for variational inequalities and related problems (65K15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Summary: In this paper, by using the smoothing Fischer-Burmeister function, we present a new smoothing conjugate gradient method for solving the nonlinear nonsmooth complementarity problems. The line search which we used guarantees the descent of the method. Under suitable conditions, the new smoothing conjugate gradient method is proved globally convergent. Finally, preliminary numerical experiments show that the new method is efficient.

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Cited in

(10)

• A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
• Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
• A new smoothing spectral conjugate gradient method for solving tensor complementarity problems
• Modified Jacobian smoothing method for nonsmooth complementarity problems
• A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems
• A smoothing conjugate gradient method for solving systems of nonsmooth equations
• A new smoothing nonlinear conjugate gradient method for nonsmooth equations with finitely many maximum functions
• A smoothing and scaling Fletcher-Reeves type conjugate gradient method for systems of nonsmooth equations
• The smoothing conjugate gradient method for a kind of generalized polynomial complementarity problem
• An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem

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