A variant smoothing Newton method for P-0-NCP based on a new smoothing function

作者：Zhang Jian^*; Zhang Ke Cun

来源：Journal of Computational and Applied Mathematics, 2009, 225(1): 1-8.

DOI：10.1016/j.cam.2008.06.012

• NCP
• Smoothing Newton method

In this paper, we present a new one-step smoothing Newton method proposed for solving the non-linear complementarity problem with P-0-function based oil a new smoothing NO-function. We adopt a variant merit function. Our algorithm needs only to solve one linear system of equations and perform one line search per iteration. It shows that any accumulation point of the iteration Sequence generated by Our algorithm is a solution of P-0-NCP. Furthermore, under the assumption that the Solution set is non-empty and bounded, we can guarantee at least one accumulation point of the generated sequence. Numerical experiments show the feasibility and efficiency of the algorithm.

• 出版日期2009-3-1
• 单位西安交通大学