Globally convergent Jacobian smoothing inexact Newton methods for NCP (Q1029625)
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English | Globally convergent Jacobian smoothing inexact Newton methods for NCP |
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Globally convergent Jacobian smoothing inexact Newton methods for NCP (English)
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13 July 2009
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By using the Fischer-Burmeister function, the authors introduce a modified Newton's method for computing the approximate solutions of nonlinear complementarity problems. This method is based on the semi-smooth equation reformulation of a nonlinear complementarity problem. In each iteration the corresponding linear system is solved only approximately. Since inexact directions are not necessarily descent, a non-motonone technique is used for a globalization procedure. The convergence results are analyzed and numerical experiments are presented.
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Fischer-Burmeister function
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semi-smooth systems
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modified Newton method
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