No CrossRef data available.
Article contents
A Regularization Semismooth Newton Method for P0-NCPs with a Non-monotone Line Search
Published online by Cambridge University Press: 28 May 2015
Abstract
In this paper, we propose a regularized version of the generalized NCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009), pp. 69-82]. Based on this regularized function, we propose a semismooth Newton method for solving nonlinear complementarity problems, where a non-monotone line search scheme is used. In particular, we show that the proposed non-monotone method is globally and locally superlinearly convergent under suitable assumptions. We test the proposed method by solving the test problems from MCPLIB. Numerical experiments indicate that this algorithm has better numerical performance in the case of p = 5 and Θ ∈ [0.25,075] than other cases.
Keywords
- Type
- Research Article
- Information
- Numerical Mathematics: Theory, Methods and Applications , Volume 5 , Issue 2 , May 2012 , pp. 186 - 204
- Copyright
- Copyright © Global Science Press Limited 2012