A new class of smoothing functions and a smoothing Newton method for complementarity problems

作者：Zhu, Jianguang^*; Hao, Binbin

来源：Optimization Letters, 2013, 7(3): 481-497.

DOI：10.1007/s11590-011-0432-x

• Complementarity problem
• Complementarity functions
• Smoothing Newton method
• Global convergence
• Superlinear convergence

In this paper, we introduce a new class of smoothing functions, which include some popular smoothing complementarity functions. We show that the new smoothing functions possess a system of favorite properties. The existence and continuity of a smooth path for solving the nonlinear complementarity problem (NCP) with a P (0) function are discussed. The Jacobian consistency of this class of smoothing functions is analyzed. Based on the new smoothing functions, we investigate a smoothing Newton algorithm for the NCP and discuss its global and local superlinear convergence. Some preliminary numerical results are reported.

• 出版日期2013-3
• 单位中国石油大学（北京）; 山东科技大学