Abstract
We first propose a new class of smoothing functions for the nonlinear complementarity function which contains the well-known Chen-Harker-Kanzow-Smale smoothing function and Huang-Han-Chen smoothing function as special cases, and then present a smoothing inexact Newton algorithm for the P 0 nonlinear complementarity problem. The global convergence and local superlinear convergence are established. Preliminary numerical results indicate the feasibility and efficiency of the algorithm.
Similar content being viewed by others
References
Chen B, Harker P T. A non-interior-point continuation method for linear complementarity problems. SIAM J Matrix Anal Appl, 1993, 14(4): 1168–1190
Chen B, Ma C. A new smoothing Broyden-like method for solving nonlinear complementarity problem with a P 0 function. J Global Optim, 2011, 51(3): 473–495
Chen X, Qi L, Sun D. Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities. Math Comput, 1998, 67(222): 519–540
Clarke F H. Optimization and Nonsmooth Analysis. New York: Wiley, 1983
Ferris M C, Pang J S. Engineering and economic applications of complementarity problems. SIAM Review, 1997, 39(4): 669–713
Geiger C, Kanzow C. On the resolution of monotone complementarity problems. Comput Optim Appl, 1996, 5: 155–173
Harker P T, Pang J S. Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications. Math Program, 1990, 48(2): 161–220
Hotta K, Yoshise A. Global convergence of a class of non-interior point algorithms using Chen-Harker-Kanzow-Smale functions for nonlinear complementarity problems. Math Program, 1999, 86: 105–133
Huang Z, Han J, Chen Z. Predictor-Corrector Smoothing Newton Method, Based on a New Smoothing Function, for Solving the Nonlinear Complementarity Problem with a P 0 Function. J Optim Theory Appl, 2003, 117(1): 39–68
Kanzow C. Some noninterior continuation methods for linear complementarity problems. SIAM J Matrix Anal Appl, 1996, 17(4): 851–868
Kanzow C, Kleinmichel H. A new class of semismooth Newton-type methods for nonlinear complementarity problems. Comput Optim Appl, 1998, 11: 227–251
Luca T D, Facchinei F, Kanzow C. A semismooth equation approach to the solution of nonlinear complementarity problems. Math Program, 1996, 75(3): 407–439
Ma C, Chen X. The convergence of a one-step smoothing Newton method for P 0-NCP base on a new smoothing NCP-function. J Comput Appl Math, 2008, 216(1): 1–13
Mathiesen L. An algorithm based on a sequence of a linear complementarity problems applied to a Walrasian equilibrium model: an example. Math Program, 1987, 37(1): 1–18
Mifflin R. Semismooth and semiconvex functions in constrained optimization. SIAM J Control Optim, 1977, 15(6): 957–972
Natasa K, Sanja R. Globally convergent Jacobian smoothing inexact Newton methods for NCP. Comput Optim Appl, 2008, 41(2): 243–261
Pang J S, Gabriel A. NE/SQP: a robust algorithm for nonlinear complementarity problems. Math Program, 1993, 60: 295–337
Qi L. Convergence analysis of some algorithms for solving nonsmooth equations. Math Oper Res, 1993, 18(1): 227–244
Qi L, Sun D, Zhou G. A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities. Math Program, 2000, 87(1): 1–35
Qi L, Sun J. A nonsmooth version of Newton,s method. Math Programming, 1993, 58(3): 353–367
Sun D, Qi L. On NCP functions. Comput Optim Appl, 1999, 13: 201–220
Xie D, Ni Q. An incomplete Hessian Newton minimization method and its application in a chemical database problem. Comput Optim Appl, 2009, 44(3): 467–485
Zhang X, Jiang H, Wang Y. A smoothing Newton method for generalized nonlinear complementarity problem over a polyhedral cone. J Comput Appl Math, 2008, 212: 75–85
Zhang J, Zhang K. A variant smoothing Newton method for P 0-NCP based on a new smoothing function. J Comput Appl Math, 2009, 225(1): 1–8
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Che, H., Wang, Y. & Li, M. A smoothing inexact Newton method for P 0 nonlinear complementarity problem. Front. Math. China 7, 1043–1058 (2012). https://doi.org/10.1007/s11464-012-0245-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11464-012-0245-y