Abstract

Based on a new symmetrically perturbed smoothing function, the generalized nonlinear complementarity problem defined on a polyhedral cone is reformulated as a system of smoothing equations. Then we suggest a new nonmonotone derivative-free line search and combine it into the smoothing Broyden-like method. The proposed algorithm contains the usual monotone line search as a special case and can overcome the difficult of smoothing Newton methods in solving the smooth equations to some extent. Under mild conditions, we prove that the proposed algorithm has global and local superlinear convergence. Furthermore, the algorithm is locally quadratically convergent under suitable assumptions. Preliminary numerical results are also reported.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.