Please use this identifier to cite or link to this item:
Title: A new hybridmethod for nonlinear complementarity problems
Authors: Qu, S.-J.
Goh, M. 
Zhang, X.
Keywords: Conic model
Line search
Nonmonotone technique
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.
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
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 Jan 20, 2022


checked on Sep 27, 2021

Page view(s)

checked on Jan 20, 2022

Google ScholarTM



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.