Smoothing Newton method for general nonlinear complementarity problems

Hou Duo Qi, Lizhi LIAO

Research output: Contribution to journalArticlepeer-review

31 Citations (Scopus)

Abstract

Smoothing Newton methods for nonlinear complementarity problems NCP(F) often require F to be at least a P0-function in order to guarantee that the underlying Newton equation is solvable. Based on a special equation reformulation of NCP(F), we propose a new smoothing Newton method for general nonlinear complementarity problems. The introduction of Kanzow and Pieper's gradient step makes our algorithm to be globally convergent. Under certain conditions, our method achieves fast local convergence rate. Extensive numerical results are also reported for all complementarity problems in MCPLIB and GAMSLIB libraries with all available starting points.

Original languageEnglish
Pages (from-to)231-253
Number of pages23
JournalComputational Optimization and Applications
Volume17
Issue number2-3
DOIs
Publication statusPublished - Dec 2000

Scopus Subject Areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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