A nonsmooth Newton method for variational inequalities. II: Numerical results (Q1334959)

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A nonsmooth Newton method for variational inequalities. II: Numerical results
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    A nonsmooth Newton method for variational inequalities. II: Numerical results (English)
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    26 September 1994
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    This 2 part paper presents an approach using a certain class of nonsmooth functions for solving inequalities, nonlinear complementarity problems, and nonlinear programs. The method is a modified damped Newton algorithm which insures convergence and locally quadratic convergence under the assumption of regularity. But under certain conditions the algorithm can be used also for applications where regularity does not hold. Part I develops the theory for the method. Part II presents the results of extensive computational testing of the new method.
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    numerical examples
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    nonsmooth Newton method
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    variational inequalities
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    nonlinear complementarity problems
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    nonlinear programs
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    damped Newton algorithm
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    locally quadratic convergence
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