Smoothing Trust Region Methods for Nonlinear Complementarity Problems with P 0 -Functions

Yu-Fei Yang () and Liqun Qi ()

Annals of Operations Research, 2005, vol. 133, issue 1, 99-117

Abstract: By using the Fischer–Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow’s smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with P 0 functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition. Copyright Springer Science + Business Media, Inc. 2005

Keywords: nonlinear complementarity problem; trust region method; smoothing method; global convergence; quadratic convergence (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10479-004-5026-x

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