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A Smoothing Newton Method For Nonlinear Complementarity Problems

Posted on:2010-04-15Degree:MasterType:Thesis
Country:ChinaCandidate:Y B LiuFull Text:PDF
GTID:2120360278467747Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
In this thesis,a new smooth approximation equation of the nonlinear complementarity problem(denoted by NCP(F)) is presented and its properties are discussed.Based on this,an one-step smoothing Newton method for solving NCP(F) is proposed,the method is suitable for the case that F is defined only on IR+n.The algorithm needs only to solve one linear system of equations and performs one Armijo line search per iteration.When F is smooth P0-function and NCP(F) has nonempty and bounded solution set,the proposed algorithm is proved to be globally convergent under the condition of CD-regularity.Furthermore, the algorithm is locally quadratically convergent if F'(x) is Lipschtiz continuous at solution.Numerical results indicate that the algorithm is efficient.
Keywords/Search Tags:Nonlinear complementarity problem, P0-function, Smoothing Newton method, Global convergence, Superlinear/quadratic convergence, Smooth approximation
PDF Full Text Request
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