A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs (Q960900)
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scientific article; zbMATH DE number 5687536
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| English | A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs |
scientific article; zbMATH DE number 5687536 |
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A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs (English)
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29 March 2010
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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 \(p>2\).
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mixed complementarity problem
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the generalized FB function
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smoothing approximation
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convergence rate
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0.840158224105835
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0.8310657143592834
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0.824702799320221
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0.823300302028656
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