کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4632517 | 1340647 | 2010 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A projection-filter method for solving nonlinear complementarity problems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
The Josephy-Newton method attacks nonlinear complementarity problems which consists of solving, possibly inexactly, a sequence of linear complementarity problems. Under appropriate regularity assumptions, this method is known to be locally (superlinearly) convergent. Utilizing the filter method, we presented a new globalization strategy for this Newton method applied to nonlinear complementarity problem without any merit function. The strategy is based on the projection-proximal point and filter methodology. Our linesearch procedure uses the regularized Newton direction to force global convergence by means of a projection step which reduces the distance to the solution of the problem. The resulting algorithm is globally convergent to a solution. Under natural assumptions, locally superlinear rate of convergence was established.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 216, Issue 1, 1 March 2010, Pages 300-307
Journal: Applied Mathematics and Computation - Volume 216, Issue 1, 1 March 2010, Pages 300-307
نویسندگان
Jun Long, Sanyun Zeng,