A local Jacobian smoothing method for solving Nonlinear Complementarity Problems

In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity...

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Autor principal:	Favián Arenas, Héctor Jairo Martínez, Rosana Pérez
Formato:	article
Lenguaje:	EN ES
Publicado:	Pontificia Universidad Javeriana 2020
Materias:	nonlinear complementarity problem; complementarity function; generalized newton method; q-quadratic convergence. Science (General) Q1-390
Acceso en línea:	https://doaj.org/article/7a4a08506f0f45c4abc63eda2ac98eac
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id	oai:doaj.org-article:7a4a08506f0f45c4abc63eda2ac98eac
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spelling	oai:doaj.org-article:7a4a08506f0f45c4abc63eda2ac98eac2021-11-16T19:40:02ZA local Jacobian smoothing method for solving Nonlinear Complementarity Problems10.11144/Javeriana.SC25-1.aljs0122-74832027-1352https://doaj.org/article/7a4a08506f0f45c4abc63eda2ac98eac2020-05-01T00:00:00Zhttps://revistas.javeriana.edu.co/index.php/scientarium/article/view/24389https://doaj.org/toc/0122-7483https://doaj.org/toc/2027-1352In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Problem. In addition, we prove that the algorithm converges locally and q-quadratically, and analyze its numerical performance.Favián Arenas, Héctor Jairo Martínez, Rosana PérezPontificia Universidad Javerianaarticlenonlinear complementarity problem; complementarity function; generalized newton method; q-quadratic convergence.Science (General)Q1-390ENESUniversitas Scientiarum, Vol 25, Iss 1, Pp 149-174 (2020)
institution	DOAJ
collection	DOAJ
language	EN ES
topic	nonlinear complementarity problem; complementarity function; generalized newton method; q-quadratic convergence. Science (General) Q1-390
spellingShingle	nonlinear complementarity problem; complementarity function; generalized newton method; q-quadratic convergence. Science (General) Q1-390 Favián Arenas, Héctor Jairo Martínez, Rosana Pérez A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
description	In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Problem. In addition, we prove that the algorithm converges locally and q-quadratically, and analyze its numerical performance.
format	article
author	Favián Arenas, Héctor Jairo Martínez, Rosana Pérez
author_facet	Favián Arenas, Héctor Jairo Martínez, Rosana Pérez
author_sort	Favián Arenas, Héctor Jairo Martínez, Rosana Pérez
title	A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
title_short	A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
title_full	A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
title_fullStr	A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
title_full_unstemmed	A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
title_sort	local jacobian smoothing method for solving nonlinear complementarity problems
publisher	Pontificia Universidad Javeriana
publishDate	2020
url	https://doaj.org/article/7a4a08506f0f45c4abc63eda2ac98eac
work_keys_str_mv	AT favianarenashectorjairomartinezrosanaperez alocaljacobiansmoothingmethodforsolvingnonlinearcomplementarityproblems AT favianarenashectorjairomartinezrosanaperez localjacobiansmoothingmethodforsolvingnonlinearcomplementarityproblems
_version_	1718426111432458240

A local Jacobian smoothing method for solving Nonlinear Complementarity Problems

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