Convergence analysis of nonsmooth equations for the general nonlinear complementarity problem

被引:5
|
作者
Du, Shou-qiang [1 ,2 ]
Gao, Yan [1 ]
机构
[1] Shanghai Univ Sci & Technol, Sch Management, Shanghai 200093, Peoples R China
[2] Qingdao Univ, Coll Math, Qingdao 266071, Peoples R China
基金
美国国家科学基金会;
关键词
Complementarity problem; Nonsmooth equations; Convergence; Approximate Newton method; NEWTON-LIKE METHOD;
D O I
10.1016/j.na.2008.01.009
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper deals with a general nonlinear complementarity problem, where the underlying functions are assumed to be continuous. Based on a nonlinear complementarity function, it is transformed into a system of nonsmooth equations. Then, two kinds of approximate Newton methods for the nonsmooth equations are developed and their convergence are proved. Finally, numerical tests are also listed. (C) 2008 Elsevier Ltd. All rights reserved.
引用
收藏
页码:764 / 771
页数:8
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