Newton’s method for the nonlinear complementarity problem: A B-differentiable equation approach

Newton’s method for the nonlinear complementarity problem: A B-differentiable equation approach

0.00 Avg rating0 Votes
Article ID: iaor1991719
Country: Netherlands
Volume: 48
Issue: 3
Start Page Number: 339
End Page Number: 357
Publication Date: Oct 1990
Journal: Mathematical Programming
Authors: ,
Abstract:

This paper describes a damped-Newton method for solving the nonlinear complementarity problem when it is formulated as a system of B-differentiable equations through the use of the Minty-map. This general Newton algorithm contains a one-dimensional line search and possesses a global convergence property under certain conditions; modifications and heuristic implementations of the algorithm for the case when these conditions do not hold are also discussed. The numerical experiments show that, in general, this new scheme is more efficient and robust than the traditional Josephy-Newton algorithm.

Reviews

Required fields are marked *. Your email address will not be published.