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The non-interior continuation methods for solving theP 0 function nonlinear complementarity problem

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Abstract

In this paper, we propose a new smooth function that possesses a property not satisfied by the existing smooth functions. Based on this smooth function, we discuss the existence and continuity of the smoothing path for solving theP 0 function nonlinear complementarity problem ( NCP). Using the characteristics of the new smooth function, we investigate the boundedness of the iteration sequence generated by the non-interior continuation methods for solving theP 0 function NCP under the assumption that the solution set of the NCP is nonempty and bounded. We show that the assumption that the solution set of the NCP is nonempty and bounded is weaker than those required by a few existing continuation methods for solving the NCP

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy o fSciences, 100080, Beijing, China

    Zhenghai Huang, Jiye Han & Liping Zhang

  2. Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, 100080, Beijing, China

    Dachuan Xu

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  1. Zhenghai Huang
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  2. Jiye Han
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  3. Dachuan Xu
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  4. Liping Zhang
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Correspondence to Zhenghai Huang.

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Huang, Z., Han, J., Xu, D. et al. The non-interior continuation methods for solving theP 0 function nonlinear complementarity problem. Sci. China Ser. A-Math. 44, 1107–1114 (2001). https://doi.org/10.1007/BF02877427

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  • DOI: https://doi.org/10.1007/BF02877427

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