Abstract

The nonlinear complementarity problem (denoted by NCP( F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for solving the nonlinear complementarity problem with P 0 -function ( P 0 -NCP) based on the new smoothing NCP-function. The proposed algorithm solves only one linear system of equations and performs only one line search per iteration. Without requiring strict complementarity assumption at the P 0 -NCP solution, the proposed algorithm is proved to be convergent globally and superlinearly under suitable assumptions. Furthermore, the algorithm has local quadratic convergence under mild conditions.

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.