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

By Changfeng Ma, Xiaohong Chen. 2008

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The 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 P"0-function (P"0-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 P"0-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.

Subfields: Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6eb085ce9d9230bda74afccae9364d0281ee6a48