A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs (Q960900)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs |
scientific article |
Statements
A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs (English)
0 references
29 March 2010
0 references
The authors present a smooth approximation for the generalized Fisher-Burmeister function where the 2-norm is relaxed to a general \(p\)-norm (\(p>1\)). Based on the smoothing function, the unique solution of the mixed complementarity problem under consideration is obtaiened iteratively. Moreover, they investigate the influence of \(p\) on the numerical performance and conclude that the smoothing algorithm with \(p\leq 2\) has a better performance than the one with \(p>2\).
0 references
mixed complementarity problem
0 references
the generalized FB function
0 references
smoothing approximation
0 references
convergence rate
0 references
0 references
0 references
0 references
0 references
