A local Jacobian smoothing method for solving Nonlinear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
Jacobian Smoothing Methods for Nonlinear Complementarity Problems
We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementarity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing methods...
متن کاملA Jacobian Smoothing Nonlinear Complementarity Method for Solving Nonlinear Optimal Power Flows
The paper presents a Jacobian smoothing nonlinear complementarity method for solving large nonlinear optimal power flow (OPF) problems. By using (smooth or non-smooth) nonlinear complementarity (NC) functions we reformulate the OPF problem as a (smooth or non-smooth) nonlinear system of equations, which, in turn, can be solved by well-known methods. The Jacobian smoothing method computes the se...
متن کاملJacobian Smoothing Methods for General Nonlinear Complementarity Problems
We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementar-ity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing method...
متن کاملA New Smoothing Conjugate Gradient Method for Solving Nonlinear Nonsmooth Complementarity Problems
In this paper, by using the smoothing Fischer-Burmeister function, we present a new smoothing conjugate gradient method for solving the nonlinear nonsmooth complementarity problems. The line search which we used guarantees the descent of the method. Under suitable conditions, the new smoothing conjugate gradient method is proved globally convergent. Finally, preliminary numerical experiments sh...
متن کاملA Regularization Newton Method for Solving Nonlinear Complementarity Problems
In this paper we construct a regularization Newton method for solving the nonlinear complementarity problem (NCP(F)) and analyze its convergence properties under the assumption that F is a P0-function. We prove that every accumulation point of the sequence of iterates is a solution of NCP(F) and that the sequence of iterates is bounded if the solution set of NCP(F) is nonempty and bounded. More...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Universitas Scientiarum
سال: 2020
ISSN: 2027-1352,0122-7483
DOI: 10.11144/javeriana.sc25-1.aljs