Abstract
In this paper, we give a modified Broyden-like method for nonlinear complementarity problems, where we consider the smoothing parameter as an independent variable in the smoothing equation and adopt a modified nonmonotone step-length decision. We also analyze the global and local convergence of the modified method. Numerical experiments are also shown.
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This work is supported by National Natural Science Foundation of China (No. 60874038) and the Development Fund of Nanjing University of Science and Technology (No. XKF07035).
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Yan, T. A modified Broyden-like method for nonlinear complementarity problems. J. Appl. Math. Comput. 32, 177–187 (2010). https://doi.org/10.1007/s12190-009-0242-9
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DOI: https://doi.org/10.1007/s12190-009-0242-9
Keywords
- Nonlinear complementarity problem
- Smoothing F-B function
- Broyden-like method
- Global convergence
- Superlinear convergence