Globally convergent Jacobian smoothing inexact Newton methods for NCP |
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| Authors: | Nataša Krejić Sanja Rapajić |
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| Institution: | (1) Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000 Novi Sad, Serbia |
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| Abstract: | A new smoothing algorithm for the solution of nonlinear complementarity problems (NCP) is introduced in this paper. It is
based on semismooth equation reformulation of NCP by Fischer–Burmeister function and its related smooth approximation. In
each iteration the corresponding linear system is solved only approximately. Since inexact directions are not necessarily
descent, a nonmonotone technique is used for globalization procedure. Numerical results are also presented.
Research supported by Ministry of Science, Republic of Serbia, grant No. 144006. |
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| Keywords: | Nonlinear complementarity problems Semismooth systems Modification of Newton method |
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