Volume 16, Issue 1
A Penalty Technique for Nonlinear Complementarity Problems

Dong-hui Li & Jin-ping Zeng

DOI:

J. Comp. Math., 16 (1998), pp. 40-50

Published online: 1998-02

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  • Abstract

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.

  • Keywords

Optimization nonlinear complementarity

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@Article{JCM-16-40, author = {}, title = {A Penalty Technique for Nonlinear Complementarity Problems}, journal = {Journal of Computational Mathematics}, year = {1998}, volume = {16}, number = {1}, pages = {40--50}, abstract = { 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. }, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9140.html} }
TY - JOUR T1 - A Penalty Technique for Nonlinear Complementarity Problems 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 KW - nonlinear complementarity AB - 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.
Dong-hui Li & Jin-ping Zeng. (1970). A Penalty Technique for Nonlinear Complementarity Problems. Journal of Computational Mathematics. 16 (1). 40-50. doi:
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