A global and local superlinear continuation-smoothing method for P0and R0NCP or monotone NCP

Bintong Chen, Xiaojun Chen

Research output: Journal article publicationJournal articleAcademic researchpeer-review

77 Citations (Scopus)

Abstract

We propose a continuation method for a class of nonlinear complementarity problems (NCPs), including the NCP with a P0and R0function and the monotone NCP with a feasible interior point. The continuation method is based on a class of Chen-Mangasarian smoothing functions. Unlike many existing continuation methods, the method follows noninterior smoothing paths, and, as a result, initial points can be easily constructed. In addition, we introduce a procedure dynamically update the neighborhoods associated with the smoothing paths, so that the algorithm is both globally convergent and locally superlinearly convergent under suitable assumptions. Finally, a hybrid continuation-smoothing method is proposed and is shown to have the same convergence properties under weaker conditions.
Original languageEnglish
Pages (from-to)624-645
Number of pages22
JournalSIAM Journal on Optimization
Volume9
Issue number3
DOIs
Publication statusPublished - 1 Jan 1999
Externally publishedYes

Keywords

  • Complementarity problem
  • Global and superlinear convergence
  • Monotone function
  • P and R function 0 0
  • Smoothing method

ASJC Scopus subject areas

  • Software
  • Theoretical Computer Science

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