Title:
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A new non-interior continuation method for $P_0$-NCP based on a SSPM-function (English) |
Author:
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Fang, Liang |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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56 |
Issue:
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4 |
Year:
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2011 |
Pages:
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389-403 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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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:
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non-interior continuation method |
Keyword:
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nonlinear complementarity |
Keyword:
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$P_0$-function |
Keyword:
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coercivity |
Keyword:
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quadratic convergence |
MSC:
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65K05 |
MSC:
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65K15 |
MSC:
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90C25 |
MSC:
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90C30 |
MSC:
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90C33 |
MSC:
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90C48 |
idZBL:
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Zbl 1240.90316 |
idMR:
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MR2833168 |
DOI:
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10.1007/s10492-011-0022-3 |
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Date available:
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2011-06-23T13:09:32Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/141601 |
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Reference:
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Reference:
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Reference:
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