Abstract
Nonlinear complementarity problem with P 0-function is studied. Based on a new class of one-parametric nonlinear complementarity functions, the problem is approximated by a family of parameterized smooth equations and a one-step smoothing Newton method is presented. The proposed algorithm only need to solve one system of linear equations and perform one line search per iteration. It is proved to be convergent globally and superlinearly without strict complementarity. Moreover, the algorithm has locally quadratic convergence under mild conditions.
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Fang, L., Kong, X., Ma, X., Li, H., Zhang, W. (2010). A One-Step Smoothing Newton Method Based on a New Class of One-Parametric Nonlinear Complementarity Functions for P 0-NCP. In: Zhang, L., Lu, BL., Kwok, J. (eds) Advances in Neural Networks - ISNN 2010. ISNN 2010. Lecture Notes in Computer Science, vol 6063. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13278-0_15
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DOI: https://doi.org/10.1007/978-3-642-13278-0_15
Publisher Name: Springer, Berlin, Heidelberg
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