A new modified one-step smoothing Newton method for solving the general mixed complementarity problem |
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| Authors: | Sanyang Liu Changfeng Ma |
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| Affiliation: | a Department of Mathematics & Computing Science, Xidian University, Xi’an 710, PR China
b School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, PR China |
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| Abstract: | In last decades, there has been much effort on the solution and the analysis of the mixed complementarity problem (MCP) by reformulating MCP as an unconstrained minimization involving an MCP function. In this paper, we propose a new modified one-step smoothing Newton method for solving general (not necessarily P0) mixed complementarity problems based on well-known Chen-Harker-Kanzow-Smale smooth function. Under suitable assumptions, global convergence and locally superlinear convergence of the algorithm are established. |
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| Keywords: | Mixed complementarity problem Modified one-step smoothing Newton method Chen-Harker-Kanzow-Smale smooth function Global convergence Superlinear convergence |
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