Smoothing trust region methods for nonlinear complementarity problems with P0-functions

Smoothing trust region methods for nonlinear complementarity problems with P0-functions

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Article ID: iaor20052341
Country: Netherlands
Volume: 133
Issue: 1
Start Page Number: 99
End Page Number: 117
Publication Date: Jan 2005
Journal: Annals of Operations Research
Authors: ,
Keywords: complementarity, trust regions
Abstract:

By using the Fischer–Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow's smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with P0 functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition.

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