A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
Authors:
- Houyuan JiangHJHouyuan Jiang
- Liqun QiLQLiqun Qi
- 1 January 1997
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 35 (1) , 178-193
Abstract
Based on Fischer's function, a new nonsmooth equations approach is presented for solving nonlinear complementarity problems. Under some suitable assumptions, a local and Q-quadratic convergenceresult is established for the generalized Newton method applied to the system of nonsmooth equations, which is a reformulation of nonlinear complementarity problems. To globalize the generalized Newton method, a hybrid method combining the generalized Newton method with the steepest descent method is proposed. Global and Q-quadratic convergence is established for this hybrid method. Some numerical results are also reported.Keywords
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