TY - JOUR
T1 - A Smoothing Trust Region Method for NCPs Based on the Smoothing Generalized Fischer-Burmeister Function
JO - Journal of Computational Mathematics
VL - 3
SP - 261
EP - 286
PY - 2011
DA - 2011/06
SN - 29
DO - http://doi.org/10.4208/jcm.1009-m3216
UR - https://global-sci.org/intro/article_detail/jcm/8478.html
KW - Nonlinear complementarity problem, Smoothing method, Trust region method, Global convergence, Local superlinear convergence.
AB - <p style="text-align: justify;">Based on a reformulation of the complementarity problem as a system of nonsmooth equations by using the generalized Fischer-Burmeister function, a smoothing trust region algorithm with line search is proposed for solving general (not necessarily monotone) nonlinear complementarity problems. Global convergence and, under a nonsingularity assumption, local Q-superlinear/Q-quadratic convergence of the algorithm are established. In particular, it is proved that a unit step size is always accepted after a finite number of iterations. Numerical results also confirm the good theoretical properties of our approach.</p>