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Erschienen in: Journal of Applied Mathematics and Computing 1-2/2017

22.04.2016 | Original Research

Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems

verfasst von: Xiuyun Zheng, Jiarong Shi, Wei Yang, Qingyan Yin

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1-2/2017

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Abstract

Based on a new symmetrically perturbed smoothing function, the generalized nonlinear complementarity problem defined on a polyhedral cone is reformulated as a system of smoothing equations. Then we suggest a new nonmonotone derivative-free line search and combine it into the smoothing Broyden-like method. The proposed algorithm contains the usual monotone line search as a special case and can overcome the difficult of smoothing Newton methods in solving the smooth equations to some extent. Under mild conditions, we prove that the proposed algorithm has global and local superlinear convergence. Furthermore, the algorithm is locally quadratically convergent under suitable assumptions. Preliminary numerical results are also reported.

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Metadaten
Titel
Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems
verfasst von
Xiuyun Zheng
Jiarong Shi
Wei Yang
Qingyan Yin
Publikationsdatum
22.04.2016
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 1-2/2017
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-016-1009-8

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