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Numerical Algorithms

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22.08.2023 | Original Paper

The nonsmooth Newton’s method for the horizontal nonlinear complementarity problem

verfasst von: Xin-Hui Shao, Zhe Wang

Erschienen in: Numerical Algorithms | Ausgabe 1/2024

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Abstract

In this paper, we establish a modulus-based nonsmooth Newton’s method for solving a class of horizontal nonlinear complementarity problems and prove the nearly quadratic convergence of the method under certain assumptions. Based on the analysis of convergence, we give the selection strategy for the approximate iteration vector and propose the improved modulus-based nonsmooth Newton’s method. Finally, numerical experiments show that the new methods are superior to the modulus-based matrix iterative method regarding computational efficiency.

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Titel: The nonsmooth Newton’s method for the horizontal nonlinear complementarity problem
verfasst von: Xin-Hui Shao
Zhe Wang
Publikationsdatum: 22.08.2023
Verlag: Springer US
Erschienen in: Numerical Algorithms / Ausgabe 1/2024
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI: https://doi.org/10.1007/s11075-023-01640-8

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