Predictor-Corrector Smoothing Newton Method,Based on a New Smoothing Function,for Solving the Nonlinear Complementarity Problem with a P 0 Function |
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Authors: | Huang ZH Han J Chen Z |
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Institution: | (1) Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Institute of Applied Mathematics, Beijing, PRC;(2) Department of Mathematics, Suzhou University, Suzhou, Jiangsu Province, PRC |
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Abstract: | By smoothing a perturbed minimum function, we propose in this paper a new smoothing function. The existence and continuity of a smooth path for solving the nonlinear complementarity problem (NCP) with a P
0 function are discussed. We investigate the boundedness of the iteration sequence generated by noninterior continuation/smoothing methods under the assumption that the solution set of the NCP is nonempty and bounded. Based on the new smoothing function, we present a predictor-corrector smoothing Newton algorithm for solving the NCP with a P
0 function, which is shown to be globally linearly and locally superlinearly convergent under suitable assumptions. Some preliminary computational results are reported. |
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Keywords: | Nonlinear complementarity problems boundedness of iteration sequence predictor-corrector smoothing Newton method global linear convergence local superlinear convergence |
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