A new smoothing quasi-Newton method for nonlinear complementarity problems |
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| Authors: | Sandra Buhmiler,Nata&scaron a Krejić |
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| Affiliation: | 1. Faculty of Technical Sciences, University of Novi Sad, Novi Sad, Serbia;2. Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovi?a 4, 21000 Novi Sad, Serbia |
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| Abstract: | A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas’ method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas’ and Broyden's methods. |
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| Keywords: | 65H10 90C33 |
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