The convergence of a one-step smoothing Newton method for P0-NCP based on a new smoothing NCP-function

AbstractThe nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for solving the nonlinear complementarity problem with P0-function (P0-NCP) based on the new smoothing NCP-function. The proposed algorithm solves only one linear system of equations and performs only one line search per iteration. Without requiring strict complementarity assumption at the P0-NCP solution, the proposed algorithm is proved to be convergent globally and superlinearly under suitable assumptions. Furthermore, the algorithm has local quadratic convergence under mild conditions

On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite number of iterations, under some conditions milder than those assumed in literature. Some computational results are included to illustrate the potential of this approach.Newton method;Finite termination;Entropy function;Smoothing approximation;Vertical linear complementarity problems

On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite number of iterations, under some conditions milder than those assumed in literature. Some computational results are included to illustrate the potential of this approach

A new smoothing quasi-Newton method for nonlinear complementarity problems

AbstractA new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas’ method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas’ and Broyden's methods

Smoothing Methods for Nonlinear Complementarity Problems

International audienceIn 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

Continuation method for nonlinear complementarity problems via normal maps

Cataloged from PDF version of article.In a recent paper by Chen and Mangasarian (C. Chen, O.L. Mangasarian, A class of smoothing functions for nonlinear and mixed complementarity problems, Computational Optimization and Applications 2 (1996), 97±138) a class of parametric smoothing functions has been proposed to approximate the plus function present in many optimization and complementarity related problems. This paper uses these smoothing functions to approximate the normal map formulation of nonlinear complementarity problems (NCP). Properties of the smoothing function are investigated based on the density functions that de®nes the smooth approximations. A continuation method is then proposed to solve the NCPs arising from the approximations. Su cient conditions are provided to guarantee the boundedness of the solution trajectory. Furthermore, the structure of the subproblems arising in the proposed continuation method is analyzed for di erent choices of smoothing functions. Computational results of the continuation method are reported. Ó 1999 Elsevier Science B.V. All rights reserved