The numerical study of a regularized smoothing Newton method for solving P₀-NCP based on the generalized smoothing Fischer-Burmeister function

DOI10.1016/J.AMC.2012.01.003MaRDI QIDQ434689zbMATH OpenOpenAlexFDO

Authors Na Huang, Changfeng Ma

Publication date 16 July 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.01.003

zbMATH Keywords

Fischer-Burmeister functionglobal convergencenonlinear complementarity problemnumerical experimentsmoothing and regularization Newton methodsuperlinear/quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

Review text

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.NEWLINENEWLINEThe paper presents its subject in broad framework. The paper may be addressed to a larger research community.

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Cited in

(10)

• A regularization Newton method based on the generalized Fischer-Burmeister smoothing function for the NCP
• A partially smoothing Jacobian method for nonlinear complementarity problems with P₀ function
• Boundedness and regularity properties of semismooth reformulations of variational inequalities
• A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP
• The modulus-based matrix splitting algorithms for a class of weakly nonlinear complementarity problems.
• A regularized smoothing Newton method for mixed complementarity problems with a P₀-function
• A regularization semismooth Newton method for \(\text{P}_0\)-NCPs with a non-monotone line search
• A new smoothing and regularization Newton method for \(P_{0}\)-NCP
• Modified modulus-based matrix splitting algorithms for a class of weakly nondifferentiable nonlinear complementarity problems
• A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs

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