کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4638314 1632001 2015 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A smoothing Broyden-like method with a nonmonotone derivative-free line search for nonlinear complementarity problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A smoothing Broyden-like method with a nonmonotone derivative-free line search for nonlinear complementarity problems
چکیده انگلیسی

By using the CHKS-function, we propose a smoothing Broyden-like method for general nonlinear complementarity problems (NCPs). The method is based on the smoothing equation for which we consider the smoothing parameter as an independent variable, and makes use of a new nonmonotone derivative-free line search rule. Under suitable assumptions, we show that the iteration sequence generated by the proposed algorithm converges globally and superlinearly. Furthermore, the algorithm has local quadratic convergence under mild assumptions. Some numerical results are reported, which show that the algorithm is quite effective.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 290, 15 December 2015, Pages 641–655
نویسندگان
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