A new smoothing quasi-Newton method for nonlinear complementarity problems

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摘要

A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas’ method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas’ and Broyden's methods.

论文关键词：65H10,90C33,Nonlinear complementarity problem,Quasi-Newton,Semismooth systems

论文评审过程：Received 31 July 2006, Revised 8 November 2006, Available online 20 December 2006.

论文官网地址：https://doi.org/10.1016/j.cam.2006.11.007