A nonsmooth Newton method for solving the generalized complementarity problem

被引：1

作者：

Vivas, Hevert ^{[1
]}

Perez, Rosana ^{[1
]}

Arias, Carlos A. A. ^{[1
]}

机构：

[1] Univ Cauca, Dept Math, Calle 5 4-70, Cauca Popayan 190003, Colombia

来源：

NUMERICAL ALGORITHMS | 2024年 / 95卷 / 02期

关键词：

Nonsmooth Newton; Generalized complementarity; q-quadratically; Algorithm; Complementarity functions; LOCAL CONVERGENCE; ITERATIVE METHOD; ALGORITHMS;

D O I：

10.1007/s11075-023-01581-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present a new nonsmooth Newton-type algorithm for solving the generalized complementarity problem based on its reformulation as a system of nonlinear equations using a one-parametric family of complementarity functions. We demonstrate, under suitable hypotheses, that this algorithm converges locally and q-quadratically. In addition, we show numerical experiments that allow us to see the good performance of the proposed algorithm.

引用

页码：551 / 574

页数：24

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