Smoothing Newton method for generalized complementarity problems based on a new smoothing function
- Resource Type
- Authors
- Xiuyun Zheng; Jiarong Shi
- Source
- Applied Mathematics and Computation. 231:160-168
- Subject
- Computational Mathematics
Mathematical optimization
symbols.namesake
Complementarity theory
Applied Mathematics
Bounded function
symbols
Mixed complementarity problem
Complementarity (physics)
Newton's method
Smoothing
Mathematics
- Language
- ISSN
- 0096-3003
In this paper, the generalized complementarity problem is studied. Based on a new smoothing function, the generalized complementarity problem is solved by a smoothing Newton-type algorithm. Under suitable conditions, we prove that the iteration sequence generated by the proposed smoothing method is bounded and the proposed algorithm is globally convergent. Some numerical results are reported.