A new class of semismooth Newton-type methods for nonlinear complementarity problems

被引：100

作者：

Kanzow, C

Kleinmichel, H

机构：

[1] Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany

[2] Tech Univ Dresden, Inst Numer Math, D-01062 Dresden, Germany

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1998年 / 11卷 / 03期

关键词：

nonlinear complementarity problems; Newton's method; generalized Jacobians; semismoothness; global convergence; quadratic convergence;

D O I：

10.1023/A:1026424918464

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We introduce a new, one-parametric class of NCP-functions. This class subsumes the Fischer function and reduces to the minimum function in a limiting case of the parameter. This new class of NCP-functions is used in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. We present a detailed investigation of the properties of the equation operator, of the corresponding merit function as well as of a suitable semismooth Newton-type method. Finally, numerical results are presented for this method being applied to a number of test problems.

引用

页码：227 / 251

页数：25

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[1] A New Class of Semismooth Newton-Type Methods for Nonlinear Complementarity Problems
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Helmut Kleinmichel
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