A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems

作者：Zhu, Jianguang^*; Hao, Binbin

来源：International Journal of Computer Mathematics, 2011, 88(16): 3483-3495.

DOI：10.1080/00207160.2011.599380

• nonlinear complementarity problem
• non-monotone inexact smoothing Newton method
• global convergence
• local superlinear convergence

In the paper [S.P. Rui and C.X. Xu, A smoothing inexact Newton method for nonlinear complementarity problems, J. Comput. Appl. Math. 233 (2010), pp. 2332-2338], the authors proposed an inexact smoothing Newton method for nonlinear complementarity problems (NCP) with the assumption that F is a uniform P function. In this paper, we present a non-monotone inexact regularized smoothing Newton method for solving the NCP which is based on Fischer-Burmeister smoothing function. We show that the proposed algorithm is globally convergent and has a locally superlinear convergence rate under the weaker condition that F is a P(0) function and the solution of NCP is non-empty and bounded. Numerical results are also reported for the test problems, which show the effectiveness of the proposed algorithm.

• 出版日期2011
• 单位西安电子科技大学