Please use this identifier to cite or link to this item:
|Title:||A new hybridmethod for nonlinear complementarity problems||Authors:||Qu, S.-J.
Trust region method
|Issue Date:||Jul-2011||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||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.||Source Title:||Computational Optimization and Applications||URI:||http://scholarbank.nus.edu.sg/handle/10635/116906||ISSN:||09266003||DOI:||10.1007/s10589-009-9309-7|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Oct 24, 2020
WEB OF SCIENCETM
checked on Oct 16, 2020
checked on Oct 23, 2020
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.