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 language | English |
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Pages (from-to) | 99-117 |
Number of pages | 19 |
Journal | Annals of Operations Research |
Volume | 133 |
Issue number | 1-4 |
DOIs | |
Publication status | Published - 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
- General Decision Sciences