A cosh-based smoothing Newton method for P-0 nonlinear complementarity problem

作者：Yu, Zhensheng^*; Qin, Yi

来源：Nonlinear Analysis: Real World Applications , 2011, 12(2): 875-884.

DOI：10.1016/j.nonrwa.2010.08.012

• P-0 nonlinear complementarity
• Cosh-based smoothing function
• Nonmonotone line search
• Newton method
• Global convergence

In this paper, we propose a cosh-based smoothing function for P-0 nonlinear complementarity problems. We investigate the boundedness of the iteration sequence generated by smoothing methods under the P-0 assumption. Based on the new smoothing function, we design a nonmonotone Newton algorithm for solving the NCP problem and obtain the global convergence of the proposed algorithm. The numerical tests show our method works quite well.

• 出版日期2011-4
• 单位上海理工大学