Taiwanese Journal of Mathematics

SOLVING NONLINEAR COMPLEMENTARITY PROBLEM BY A SMOOTHING HOMOTOPY METHOD

Xiaona Fan, Tingting Xu, and Furong Gao

Full-text: Open access

Abstract

In this paper, a smoothing homotopy method for solving the nonlinear complementarity problem is considered. The homotopy equation is constructed based on Chen-Harker-Kanzow-Smale smooth function. Under certain mild nonmonotone condition, the global convergence result is obtained. Furthermore, the initial point can be chosen almost everywhere in $R^n$ but not just in $R^n_+$. The numerical experimental results show that the method is effective.

Article information

Source
Taiwanese J. Math., Volume 19, Number 1 (2015), 51-63.

Dates
First available in Project Euclid: 4 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1499133616

Digital Object Identifier
doi:10.11650/tjm.19.2015.3357

Mathematical Reviews number (MathSciNet)
MR3313403

Zentralblatt MATH identifier
1357.90156

Subjects
Primary: 90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) 90C30: Nonlinear programming 65C20: Models, numerical methods [See also 68U20] 65L05: Initial value problems

Keywords
nonlinear complementarity problem homotopy method smoothing method global convergence

Citation

Fan, Xiaona; Xu, Tingting; Gao, Furong. SOLVING NONLINEAR COMPLEMENTARITY PROBLEM BY A SMOOTHING HOMOTOPY METHOD. Taiwanese J. Math. 19 (2015), no. 1, 51--63. doi:10.11650/tjm.19.2015.3357. https://projecteuclid.org/euclid.twjm/1499133616


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