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Title: A new non-interior continuation method for $P_0$-NCP based on a SSPM-function (English)
Author: Fang, Liang
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 56
Issue: 4
Year: 2011
Pages: 389-403
Summary lang: English
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Category: math
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Summary: In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective. (English)
Keyword: non-interior continuation method
Keyword: nonlinear complementarity
Keyword: $P_0$-function
Keyword: coercivity
Keyword: quadratic convergence
MSC: 65K05
MSC: 65K15
MSC: 90C25
MSC: 90C30
MSC: 90C33
MSC: 90C48
idZBL: Zbl 1240.90316
idMR: MR2833168
DOI: 10.1007/s10492-011-0022-3
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Date available: 2011-06-23T13:09:32Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/141601
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