Inexact Newton methods for the nonlinear complementarity problem |
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Authors: | Jong-Shi Pang |
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Affiliation: | (1) School of Management, The University of Texas at Dallas, P.O. Box 830688, 75083-0688 Richardson, TX, USA |
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Abstract: | An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240. |
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Keywords: | Newton methods nonlinear complementarity problem error measure nonlinear programs |
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