A smoothing Broyden-like method for the mixed complementarity problems
نویسندگان
چکیده
منابع مشابه
A smoothing Broyden-like method for the mixed complementarity problems
K e y w o r d s M i x e d complementarity problem, Smoothing Broyden-like method, Global convergence, Superlinear convergence. 1. I N T R O D U C T I O N Let F : R n ~ R n be a cont inuous ly differentiable ma pp i ng and X = {1 < x < u} be a n o n e m p t y closed convex set in R n. The mixed complementarity problem, denoted by MCP(F), is to find a vector x* E X, such that F (x*) T (x x*) _> 0...
متن کاملSmoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems
The mixed complementarity problem can be reformulated as a nonsmooth equation by using the median operator. In this paper, we rst study some useful properties of this reformulation and then derive the Chen-Harker-Kanzow-Smale smoothing function for the mixed complementarity problem. On the basis of this smoothing function, we present a smoothing Newton method for solving the mixed complementari...
متن کاملA Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
This paper extends the regularized smoothing Newton method in vector optimization to symmetric cone optimization, which provide a unified framework for dealing with the nonlinear complementarity problem, the second-order cone complementarity problem, and the semidefinite complementarity problem (SCCP). In particular, we study strong semismoothness and Jacobian nonsingularity of the total natura...
متن کاملA feasible semismooth asymptotically Newton method for mixed complementarity problems
Semismooth Newton methods constitute a major research area for solving mixed complementarity problems (MCPs). Early research on semismooth Newton methods is mainly on infeasible methods. However, some MCPs are not well defined outside the feasible region or the equivalent unconstrained reformulations of other MCPs contain local minimizers outside the feasible region. As both these problems coul...
متن کاملSmoothing Functions and A Smoothing Newton Method for Complementarity and Variational Inequality Problems
In this paper, we discuss smoothing approximations of nonsmooth functions arising from complementarity and variational inequality problems. We present some new results which are essential in designing Newton-type methods. We introduce several new classes of smoothing functions for nonlinear complementarity problems and order complementarity problems. In particular, in the first time some comput...
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: Mathematical and Computer Modelling
سال: 2005
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2003.12.013