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A Regularization Semismooth Newton Method for P0-NCPs with a Non-monotone Line Search

Published online by Cambridge University Press:  28 May 2015

Li-Yong Lu ,
Wei-Zhe Gu  and
Wei Wang
Li-Yong Lu
Affiliation:
Department of Mathematics, School of Science, Tianjin University of Technology, Tianjin 300384, China
Wei-Zhe Gu*
Affiliation:
Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, China
Wei Wang
Affiliation:
School of Public Administration, Tianjin University of Commerce, Tianjin 300134, China
*
Corresponding author.Email address:[email protected]
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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

90C3365K10Nonlinear complementarity problemnon-monotone line searchsemismooth Newton methodglobal convergencelocal superlinear convergence
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

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