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A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS
作者姓名:Chang-fengMa  Pu-yanNie  Guo-pingLiang
作者单位:[1]DepartmentofComputationalScienceandAppliedPhysics,GuilinInstituteofElectronicTechnology,Guangxi541004,China [2]DepartmentofMathematics,InstituteofInformationScienceandTechnology,JinanUniversity,Guangzhou510623,China [3]InstituteofMathematics,AcademyofMathematicsandSystemSciences,ChineseAcademyofSciences,Beijing100080,China
基金项目:This work is supported by the National Natural Science Foundation of China.
摘    要:The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.

关 键 词:光滑方程  非线性互补性问题  全局收敛性  超线性收敛

A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS
Chang-fengMa Pu-yanNie Guo-pingLiang.A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS[J].Journal of Computational Mathematics,2003,21(6):747-758.
Authors:Chang-feng Ma
Abstract:The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.
Keywords:Nonlinear complementarity problem  Smoothing Newton method  Global convergence  Superlinear convergence  
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