A nonsmooth Newton method for solving the generalized complementarity problem

DOI10.1007/S11075-023-01581-2MaRDI QIDQ6181145zbMATH OpenOpenAlexFDO

Authors Hevert Vivas, Rosana Pérez, C. A. Arias

Publication date 22 January 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11075-023-01581-2

zbMATH Keywords

\(q\)-quadraticallyalgorithmcomplementarity functionsgeneralized complementaritynonsmooth Newton

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Complementarity problems find numerous real applications in applied and industrial mathematics. In this paper, the authors study a generalized complementarity problem via a new non-smooth Newton-type algorithm for solving the problem based on its reformulation as a system of nonlinear equations with the aid of a one-parametric family of complementarity functions. They prove that their algorithm converges locally and quadratically. To support their convergence, they also present four numerical experiments.

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Cites work

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Cited in

(3)

• The Levenberg-Marquardt algorithm for solving the generalized complementarity problems
• A least-change secant algorithm for solving generalized complementarity problem
• A centered Newton method for nonlinear complementarity problem

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