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Abstract:
Based on the smoothing function of penalized Fischer-Burmeister NCP-function, we propose a new smoothing inexact Newton algorithm with non-monotone line search for solving the generalized nonlinear complementarity problem. We view the smoothing parameter as an independent variable. Under suitable conditions, we show that any accumulation point of the generated sequence is a solution of the generalized nonlinear complementarity problem. We also establish the local superlinear (quadratic) convergence of the proposed algorithm under the BD-regular assumption. Preliminary numerical experiments indicate the feasibility and efficiency of the proposed algorithm.
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Source :
MATHEMATICAL PROBLEMS IN ENGINEERING
ISSN: 1024-123X
Year: 2012
Volume: 2012
ESI Discipline: ENGINEERING;
JCR Journal Grade:2
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 1
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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