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- Title
A new smoothing Broyden-like method for solving nonlinear complementarity problem with a P-function.
- Authors
Bilian Chen; Changfeng Ma
- Abstract
In this paper, we propose a new smoothing Broyden-like method for solving nonlinear complementarity problem with P function. The presented algorithm is based on the smoothing symmetrically perturbed minimum function φ( a, b) = min{ a, b} and makes use of the derivative-free line search rule of Li et al. (J Optim Theory Appl 109(1):123-167, ). Without requiring any strict complementarity assumption at the P-NCP solution, we show that the iteration sequence generated by the suggested algorithm converges globally and superlinearly under suitable conditions. Furthermore, the algorithm has local quadratic convergence under mild assumptions. Some numerical results are also reported in this paper.
- Subjects
NONLINEAR programming; MATHEMATICAL programming; ALGORITHMS; MANAGEMENT science; STOCHASTIC convergence
- Publication
Journal of Global Optimization, 2011, Vol 51, Issue 3, p473
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-010-9640-7