A smooth Newton method with 3-1 piecewise NCP function for generalized nonlinear complementarity problem

作者：Su, Ke^*; Yang, Dan

来源：International Journal of Computer Mathematics, 2018, 95(8): 1703-1713.

DOI：10.1080/00207160.2017.1329531

• Generalized nonlinear complementarity problem
• piecewise NCP function
• non-monotone
• global convergence

In this paper, based on the 3-1 piecewise nonlinear complementarity problem (NCP) function, we proposed a smoothing Newton-type method for the generalized nonlinear complementarity problem (GNCP) with a modified non-monotone line search. The algorithm for a GNCP is more difficult than that for an NCP, because two functions must be considered in the problem. We reformulate the (GNCP) to a smoothing system of equations by two independent variables, and then develop a smoothing Newton-type method for solving it. Under reasonable conditions, we obtain the global convergent properties. Also, the numerical experiments are reported in this paper.

• 出版日期2018
• 单位河北大学