Generalized Newton Method for a Kind of Complementarity Problem

Shou-qiang Du

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

Abstract: A generalized Newton method for the solution of a kind of complementarity problem is given. The method is based on a nonsmooth equations reformulation of the problem by F-B function and on a generalized Newton method. The merit function used is a differentiable function. The global convergence and superlinear local convergence results are also given under suitable assumptions. Finally, some numerical results and discussions are presented.

Date: 2014
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https://doi.org/10.1155/2014/745981

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:745981

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