A new smoothing quasi-Newton method for nonlinear complementarity problems

被引：7
|
作者：
Buhmiler, Sandra [2 ]
Krejic, Natasa [1 ]
机构：
[1] Univ Novi Sad, Dept Math & Informat, Novi Sad 21000, Serbia
[2] Univ Novi Sad, Fac Tech Sci, Novi Sad, Serbia
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2008年 / 211卷 / 02期
关键词：
nonlinear complementarity problem; quasi-Newton; semismooth systems;
D O I：
10.1016/j.cam.2006.11.007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas' method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas' and Broyden's methods. (C) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：141 / 155
页数：15
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