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A Smooth Newton Method For Nonlinear Complementarity Problems

Posted on:2010-01-03Degree:MasterType:Thesis
Country:ChinaCandidate:Y F RenFull Text:PDF
GTID:2120360278967747Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
In this thesis,a new smooth NCP-function is presented and its properties is discussed. Based on this,the classical slnooth Newton method is applied to solving NCP(F).Under the condition that F'(x) is strong semismooth and at x~* satisfying suitable regularity condition,the local linear convergence of the method is proved.Using the results obtained by C.Oberlin and S.J.Wright,the local fast linear convergence is also proved.The numerical examples show that the method is efficient.
Keywords/Search Tags:Nonlinear complementarity problem, Newton method, Linear convergence, Fast linear convergence, Accelerated newton method, Starlike domain
PDF Full Text Request
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