TY - JOUR
T1 - A Penalty Technique for Nonlinear Complementarity Problems
AU - Li , Donghui
AU - Zeng , Jinping
JO - Journal of Computational Mathematics
VL - 1
SP - 40
EP - 50
PY - 1998
DA - 1998/02
SN - 16
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/9140.html
KW - Optimization, nonlinear complementarity.
AB - <p style="text-align: justify;">In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.</p>