Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4632517 | Applied Mathematics and Computation | 2010 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jun Long, Sanyun Zeng,