A smoothing inexact Newton method for nonlinear complementarity problems

DOI10.1016/J.CAM.2009.10.018MaRDI QIDQ5897168zbMATH OpenOpenAlexFDO

Authors Shaoping Rui, Cheng-Xian Xu

Publication date 12 February 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2009.10.018

zbMATH Keywords

algorithmglobal convergenceinexact Newton methodsLipschitz continuouslocal superliner convergencenonlinear complementarity problemsnumerical results

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

Review text

The authors propose a new inexact Newton algorithm for solving nonlinear complementarity problems under the framework of smoothing Newton method. Also they establish the global and local superlinear convergence under some assumptions. Numerical results strengthen the algorithm. The paper contains new techniques which reinvigorate the topic of research. The paper will be a valuable reference to the researchers of the field.

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Cited in

(41)

• A regularization smoothing Newton method for solving nonlinear complementarity problem
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A hybrid smoothing method for mixed nonlinear complementarity problems
• A globally convergent smoothing Newton method for nonsmooth equations and its application to complementarity problems
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• A smoothing inexact Newton method for \(P_0\) nonlinear complementarity problem
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