A modulus-based nonmonotone line search method for nonlinear complementarity problems

Xu Zhang and Zheng Peng

Applied Mathematics and Computation, 2020, vol. 387, issue C

Abstract: A modulus-based nonmonotone line search method is proposed for nonlinear complementarity problem. The considered problem is first reformulated to a nonsmooth nonlinear system based on the modulus-based decomposition. Then a nonmonotone line search method using simulated annealing rule is generalized to solve the resulting system. The global convergence of the proposed method is established under some suitable assumptions. Preliminary numerical experiments show that, compared with some existing methods, the proposed method is feasible and effective.

Keywords: Nonlinear complementarity problem; Modulus-based decomposition; Nonsmooth system; Nonmonotone line search; Global convergence (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:387:y:2020:i:c:s0096300320301442

DOI: 10.1016/j.amc.2020.125175

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