A Penalty Technique for Nonlinear Complementarity Problems
نویسندگان
چکیده
In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.
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