Geodesic
A new non-interior continuation method for $P_0$-NCP based on a SSPM-function
Applications of Mathematics, Tome 56 (2011) no. 4, pp. 389-403
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.
In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.
DOI : 10.1007/s10492-011-0022-3
Classification : 65K05, 65K15, 90C25, 90C30, 90C33, 90C48
Keywords: non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence 
@article{10_1007_s10492_011_0022_3,
     author = {Fang, Liang},
     title = {A new non-interior continuation method for $P_0${-NCP} based on a {SSPM-function}},
     journal = {Applications of Mathematics},
     pages = {389--403},
     year = {2011},
     volume = {56},
     number = {4},
     doi = {10.1007/s10492-011-0022-3},
     mrnumber = {2833168},
     zbl = {1240.90316},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-011-0022-3/}
}
TY  - JOUR
AU  - Fang, Liang
TI  - A new non-interior continuation method for $P_0$-NCP based on a SSPM-function
JO  - Applications of Mathematics
PY  - 2011
SP  - 389
EP  - 403
VL  - 56
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10492-011-0022-3/
DO  - 10.1007/s10492-011-0022-3
LA  - en
ID  - 10_1007_s10492_011_0022_3
ER  - 
%0 Journal Article
%A Fang, Liang
%T A new non-interior continuation method for $P_0$-NCP based on a SSPM-function
%J Applications of Mathematics
%D 2011
%P 389-403
%V 56
%N 4
%U http://geodesic.mathdoc.fr/articles/10.1007/s10492-011-0022-3/
%R 10.1007/s10492-011-0022-3
%G en
%F 10_1007_s10492_011_0022_3
Fang, Liang. A new non-interior continuation method for $P_0$-NCP based on a SSPM-function. Applications of Mathematics, Tome 56 (2011) no. 4, pp. 389-403. doi: 10.1007/s10492-011-0022-3

Cité par Sources :