A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search

作者：Ni Tie; Wang Ping^*

来源：Applied Mathematics and Computation, 2010, 216(7): 2207-2214.

DOI：10.1016/j.amc.2010.03.058

• Nonlinear complementarity problem
• Non-monotone line search
• Smoothing-type algorithm
• Global convergence
• Superlinear convergence

The smoothing-type algorithm has been successfully applied to solve various optimization problems. In general, the smoothing-type algorithm is designed based on some monotone line search. However, in order to achieve better numerical results, the non-monotone line search technique has been used in the numerical computations of some smoothing-type algorithms. In this paper, we propose a smoothing-type algorithm for solving the nonlinear complementarity problem with a non-monotone line search. We show that the proposed algorithm is globally and locally superlinearly convergent under suitable assumptions. The preliminary numerical results are also reported.

• 单位
  天津大学