Smoothing Methods for Nonlinear Complementarity Problems
نویسندگان
چکیده
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.
منابع مشابه
Smoothing Functions and A Smoothing Newton Method for Complementarity and Variational Inequality Problems
In this paper, we discuss smoothing approximations of nonsmooth functions arising from complementarity and variational inequality problems. We present some new results which are essential in designing Newton-type methods. We introduce several new classes of smoothing functions for nonlinear complementarity problems and order complementarity problems. In particular, in the first time some comput...
متن کاملNon-Interior continuation methods for solving semidefinite complementarity problems
There recently has been much interest in non-interior continuation/smoothing methods for solving linear/nonlinear complementarity problems. We describe extensions of such methods to complementarity problems defined over the cone of block-diagonal symmetric positive semidefinite real matrices. These extensions involve the Chen-Mangasarian class of smoothing functions and the smoothed Fischer-Bur...
متن کاملA Jacobian Smoothing Nonlinear Complementarity Method for Solving Nonlinear Optimal Power Flows
The paper presents a Jacobian smoothing nonlinear complementarity method for solving large nonlinear optimal power flow (OPF) problems. By using (smooth or non-smooth) nonlinear complementarity (NC) functions we reformulate the OPF problem as a (smooth or non-smooth) nonlinear system of equations, which, in turn, can be solved by well-known methods. The Jacobian smoothing method computes the se...
متن کاملJacobian 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...
متن کاملJacobian Smoothing Methods for General 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 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- J. Optimization Theory and Applications
دوره 160 شماره
صفحات -
تاریخ انتشار 2014