The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function (Q434689)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function
scientific article

    Statements

    The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function (English)
    0 references
    0 references
    0 references
    16 July 2012
    0 references
    The authors present a smoothing and regularization Newton method based on the smoothing generalized Fischer-Burmeister function for solving a nonlinear complementarity problem. They view the regularization parameter as an independent variable in their algorithm; hence the authors' algorithm seems to be simpler and more easily implemented compared to many previous literatures. They also prove the proposed algorithm to be convergent globally and superlinearly under suitable assumptions. Numerical experiments indicate that the proposed method is quite effective. The paper presents its subject in broad framework. The paper may be addressed to a larger research community.
    0 references
    0 references
    nonlinear complementarity problem
    0 references
    smoothing and regularization Newton method
    0 references
    global convergence
    0 references
    superlinear/quadratic convergence
    0 references
    numerical experiment
    0 references
    Fischer-Burmeister function
    0 references
    0 references
    0 references

    Identifiers