Article
MSC:
65K05,
65K15,
90C25,
90C30,
90C33,
90C48 | MR 2833168 | Zbl 1240.90316 | DOI: 10.1007/s10492-011-0022-3
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Keywords:
non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence
non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence
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.
References:
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