Smoothing Methods for Nonlinear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
Jacobian Smoothing Methods for Nonlinear Complementarity Problems
We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementarity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing methods...
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In this paper, we present a new smoothing approach to solve general nonlinear complementarity problems. Under the P0 condition on the original problems, we prove some existence and convergence results . We also present an error estimate under a new and general monotonicity condition. The numerical tests confirm the efficiency of our proposed methods.
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We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementar-ity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing method...
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A complementarity problem with a continuous mapping f from R n into itself can be written as the system of equations F(x, y ) = 0 and ( x , y ) > 0. Here F is the mapping from R ~ " into itself defined by F(x, y) = ( x l y ,, x 2 y Z , . . . , x , ~ y e , y f f x ) ) . Under the assumption that the mapping f is a P,,-function, we study various aspects of homotopy continuation methods that trace...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2013
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-013-0398-1