Generalized Newton Method for a Kind of Complementarity Problem
Copyright policy )Generalized Newton Method for a Kind of Complementarity Problem
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 byF-Bfunction 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.
- Qingdao University China (People's Republic of)
global convergence, superlinear local convergence, generalized Newton method, QA1-939, complementarity problem, Methods of quasi-Newton type, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Mathematics
global convergence, superlinear local convergence, generalized Newton method, QA1-939, complementarity problem, Methods of quasi-Newton type, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Mathematics
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