A new smoothing method for solving nonlinear complementarity problems

In this paper, a new improved smoothing Newton algorithm for the nonlinear complementarity problem was proposed. This method has two-fold advantages. First, compared with the classical smoothing Newton method, our proposed method needn’t nonsingular of the smoothing approximation function; second, t...

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Main Authors: Zhu Jianguang, Hao Binbin
Format: Article
Language:English
Published: De Gruyter 2019-03-01
Series:Open Mathematics
Subjects:
Online Access:http://www.degruyter.com/view/j/math.2019.17.issue-1/math-2019-0011/math-2019-0011.xml?format=INT
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author Zhu Jianguang
Hao Binbin
author_facet Zhu Jianguang
Hao Binbin
author_sort Zhu Jianguang
collection DOAJ
description In this paper, a new improved smoothing Newton algorithm for the nonlinear complementarity problem was proposed. This method has two-fold advantages. First, compared with the classical smoothing Newton method, our proposed method needn’t nonsingular of the smoothing approximation function; second, the method also inherits the advantage of the classical smoothing Newton method, it only needs to solve one linear system of equations at each iteration. Without the need of strict complementarity conditions and the assumption of P0 property, we get the global and local quadratic convergence properties of the proposed method. Numerical experiments show that the efficiency of the proposed method.
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spelling doaj.art-d119442cd31a4aa4b24da0063c4747be2022-12-21T19:35:24ZengDe GruyterOpen Mathematics2391-54552019-03-0117110411910.1515/math-2019-0011math-2019-0011A new smoothing method for solving nonlinear complementarity problemsZhu Jianguang0Hao Binbin1College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, ChinaCollege of Science, China University of Petroleum, Qingdao, 266555, ChinaIn this paper, a new improved smoothing Newton algorithm for the nonlinear complementarity problem was proposed. This method has two-fold advantages. First, compared with the classical smoothing Newton method, our proposed method needn’t nonsingular of the smoothing approximation function; second, the method also inherits the advantage of the classical smoothing Newton method, it only needs to solve one linear system of equations at each iteration. Without the need of strict complementarity conditions and the assumption of P0 property, we get the global and local quadratic convergence properties of the proposed method. Numerical experiments show that the efficiency of the proposed method.http://www.degruyter.com/view/j/math.2019.17.issue-1/math-2019-0011/math-2019-0011.xml?format=INTnonlinear complementarity problemssmoothing functionsmoothing methodglobal convergencequadratic convergence90c3390c3365k05
spellingShingle Zhu Jianguang
Hao Binbin
A new smoothing method for solving nonlinear complementarity problems
Open Mathematics
nonlinear complementarity problems
smoothing function
smoothing method
global convergence
quadratic convergence
90c33
90c33
65k05
title A new smoothing method for solving nonlinear complementarity problems
title_full A new smoothing method for solving nonlinear complementarity problems
title_fullStr A new smoothing method for solving nonlinear complementarity problems
title_full_unstemmed A new smoothing method for solving nonlinear complementarity problems
title_short A new smoothing method for solving nonlinear complementarity problems
title_sort new smoothing method for solving nonlinear complementarity problems
topic nonlinear complementarity problems
smoothing function
smoothing method
global convergence
quadratic convergence
90c33
90c33
65k05
url http://www.degruyter.com/view/j/math.2019.17.issue-1/math-2019-0011/math-2019-0011.xml?format=INT
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