Regularization semismooth Newton method for p 0-NCPs with non-monotone line search

Ping Wang; Yuwei Zang; Ying Zhang

doi:10.1007/s12209-010-0025-2

Transactions of Tianjin University ›› 2010, Vol. 16 ›› Issue (2) : 138 -141. DOI: 10.1007/s12209-010-0025-2

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Regularization semismooth Newton method for p ₀-NCPs with non-monotone line search

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Abstract

Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P ₀-function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard assumptions.

Keywords

nonlinearity / complementarity / semismooth Newton method / Fischer-Burmeister function

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Ping Wang, Yuwei Zang, Ying Zhang. Regularization semismooth Newton method for p ₀-NCPs with non-monotone line search. Transactions of Tianjin University, 2010, 16(2): 138-141 DOI:10.1007/s12209-010-0025-2

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References

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