A new non-interior continuation method for P 0 -NCP based on a SSPM-function

Liang Fang

Applications of Mathematics (2011)

  • Volume: 56, Issue: 4, page 389-403
  • ISSN: 0862-7940

Abstract

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In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with P 0 -function ( P 0 -NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.

How to cite

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Fang, Liang. "A new non-interior continuation method for $P_0$-NCP based on a SSPM-function." Applications of Mathematics 56.4 (2011): 389-403. <http://eudml.org/doc/116546>.

@article{Fang2011,
abstract = {In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.},
author = {Fang, Liang},
journal = {Applications of Mathematics},
keywords = {non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence; non-interior continuation method; nonlinear complementarity; -function; coercivity; quadratic convergence},
language = {eng},
number = {4},
pages = {389-403},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A new non-interior continuation method for $P_0$-NCP based on a SSPM-function},
url = {http://eudml.org/doc/116546},
volume = {56},
year = {2011},
}

TY - JOUR
AU - Fang, Liang
TI - A new non-interior continuation method for $P_0$-NCP based on a SSPM-function
JO - Applications of Mathematics
PY - 2011
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 56
IS - 4
SP - 389
EP - 403
AB - In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.
LA - eng
KW - non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence; non-interior continuation method; nonlinear complementarity; -function; coercivity; quadratic convergence
UR - http://eudml.org/doc/116546
ER -

References

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