Predictor-Corrector Smoothing Newton Method, Based on a New Smoothing Function, for Solving the Nonlinear Complementarity Problem with a P 0 Function
作者： Z.H. Huang , J. Han , Z. Chen
关键词:
摘要: By smoothing a perturbed minimum function, we propose in this paper new function. The existence and continuity of smooth path for solving the nonlinear complementarity problem (NCP) with P 0 function are discussed. We investigate boundedness iteration sequence generated by noninterior continuation/smoothing methods under assumption that solution set NCP is nonempty bounded. Based on present predictor-corrector Newton algorithm which shown to be globally linearly locally superlinearly convergent suitable assumptions. Some preliminary computational results reported.
springer.com
sci-hub.se 参考文章(45)
Song Xu, The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform P -functions Mathematical Programming. ,vol. 87, pp. 501- 517 ,(2000) , 10.1007/S101070050009
James V. Burke, Song Xu, A Non-Interior Predictor-Corrector Path-Following Method for LCP Springer, Boston, MA. pp. 45- 63 ,(1998) , 10.1007/978-1-4757-6388-1_3
M. Seetharama Gowda, M. A. Tawhid, Existence and Limiting Behavior of Trajectories Associatedwith P0-equations Computational Optimization and Applications. ,vol. 12, pp. 229- 251 ,(1999) , 10.1023/A:1008688302346
Handbook of global optimization Kluwer Academic. ,(1995) , 10.1007/978-1-4615-2025-2
Jim Burke, Song Xu, A non–interior predictor–corrector path following algorithm for the monotone linear complementarity problem Mathematical Programming. ,vol. 87, pp. 113- 130 ,(2000) , 10.1007/S101079900111
Frank H. Clarke, Optimization and nonsmooth analysis ,(1983)
Liqun Qi, Defeng Sun, Guanglu Zhou, A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities Mathematical Programming. ,vol. 87, pp. 1- 35 ,(2000) , 10.1007/S101079900127
Akiko Yoshise, Nimrod Megiddo, Masakazu Kojima, Toshihito Noma, A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems ,(1991)
Bintong Chen, Xiaojun Chen, A Global Linear and Local Quadratic Continuation Smoothing Method for Variational Inequalities with Box Constraints Computational Optimization and Applications. ,vol. 17, pp. 131- 158 ,(2000) , 10.1023/A:1026546230851
S.A. Gabriel, J.J. More, Smoothing of mixed complementarity problems International conference on complementarity problems, Baltimore, MD (United States), 1-4 Nov 1995. ,(1995)