Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem

DOI10.1016/J.NONRWA.2010.09.021MaRDI QIDQ619752zbMATH OpenOpenAlexFDO

Authors Bilian Chen, Changfeng Ma

Publication date 18 January 2011

Published in Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nonrwa.2010.09.021

zbMATH Keywords

algorithmgeneralized nonlinear complementarity problemglobal convergencenumerical examplessmoothing Broyden-like 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)

Review text

The generalized nonlinear complementarity problem (GNCP) is reformulated as a system of nonlinear equations. A smoothing Broyden-like algorithm based on the smoothing Fischer-Burmeister function is introduced to solve the GNCP over a polyhedral cone. The algorithm solves one system of nonhomogeneous linear equations, performs one line search and updates one matrix per iteration. The global convergence of the proposed algorithm is proved under suitable condition, and the local superlinear/quadratic convergence is established under certain assumptions. Some numerical examples are presented to illustrate the efficiency of the algorithm.

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Cited in

(11)

• Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems
• A superlinearly convergent method for the generalized complementarity problem over a polyhedral cone
• A smoothing quasi-Newton method for solving general second-order cone complementarity problems
• Some results on the filter method for nonlinear complementary problems
• A neural network for the generalized nonlinear complementarity problem over a polyhedral cone
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A new smoothing Broyden-like method for solving nonlinear complementarity problem with a \(P_{0}\)-function
• A Levenberg-Marquardt type algorithm with a Broyden-like update technique for solving nonlinear equations
• A two-step Broyden-like method for nonlinear equations
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
• A nonsmooth L-M method for solving the generalized nonlinear complementarity problem over a polyhedral cone

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