Jacobian Smoothing Methods for Nonlinear Complementarity Problems

DOI10.1137/S1052623497328781MaRDI QIDQ4702289zbMATH OpenFDO

Authors Christian Kanzow, Heiko Pieper

Publication date 24 November 1999

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623497328781

zbMATH Keywords

global convergencenonlinear complementarity problemnonsmooth Newton methodquadratic convergencesmoothing method

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Smoothing Newton method for NCP with the identification of degenerate indices
• A self-adaptive trust region method for the extended linear complementarity problems

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