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https://doi.org/10.1007/s10589-009-9309-7
DC Field | Value | |
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dc.title | A new hybridmethod for nonlinear complementarity problems | |
dc.contributor.author | Qu, S.-J. | |
dc.contributor.author | Goh, M. | |
dc.contributor.author | Zhang, X. | |
dc.date.accessioned | 2014-12-12T07:59:02Z | |
dc.date.available | 2014-12-12T07:59:02Z | |
dc.date.issued | 2011-07 | |
dc.identifier.citation | Qu, S.-J., Goh, M., Zhang, X. (2011-07). A new hybridmethod for nonlinear complementarity problems. Computational Optimization and Applications 49 (3) : 493-520. ScholarBank@NUS Repository. https://doi.org/10.1007/s10589-009-9309-7 | |
dc.identifier.issn | 09266003 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/116906 | |
dc.description.abstract | In this paper, a new hybrid method is proposed for solving nonlinear complementarity problems (NCP) with P 0 function. In the new method, we combine a smoothing nonmonotone trust region method based on a conic model and line search techniques. We reformulate the NCP as a system of semismooth equations using the Fischer-Burmeister function. Using Kanzow's smooth approximation function to construct the smooth operator, we propose a smoothing nonmonotone trust region algorithm of a conic model for solving the NCP with P 0 functions. This is different from the classical trust region methods, in that when a trial step is not accepted, the method does not resolve the trust region subproblem but generates an iterative point whose steplength is defined by a line search. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, the superlinear convergence of the algorithm is established without a strict complementarity condition. © Springer Science+Business Media, LLC 2009. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s10589-009-9309-7 | |
dc.source | Scopus | |
dc.subject | Conic model | |
dc.subject | Line search | |
dc.subject | NCP | |
dc.subject | Nonmonotone technique | |
dc.subject | Trust region method | |
dc.type | Article | |
dc.contributor.department | DECISION SCIENCES | |
dc.description.doi | 10.1007/s10589-009-9309-7 | |
dc.description.sourcetitle | Computational Optimization and Applications | |
dc.description.volume | 49 | |
dc.description.issue | 3 | |
dc.description.page | 493-520 | |
dc.description.coden | CPPPE | |
dc.identifier.isiut | 000291058200004 | |
Appears in Collections: | Staff Publications |
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