Smoothing trust region methods for nonlinear complementarity problems with P0-functions

Yu Fei Yang, Liqun Qi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

19 Citations (Scopus)

Abstract

By using the Fischer-Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow's smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with P0functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition.
Original languageEnglish
Pages (from-to)99-117
Number of pages19
JournalAnnals of Operations Research
Volume133
Issue number1-4
DOIs
Publication statusPublished - 1 Jan 2005

Keywords

  • Global convergence
  • Nonlinear complementarity problem
  • Quadratic convergence
  • Smoothing method
  • Trust region method

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Decision Sciences(all)

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