A nonsmooth Newton method for solving the generalized complementarity problem

Article; Early Access

关键词: LOCAL CONVERGENCE;    ITERATIVE METHOD;    ALGORITHMS;   

DOI  :  10.1007/s11075-023-01581-2

来源: SCIE

【 摘 要 】

In this paper, we present a new nonsmooth Newton-type algorithm for solving the generalized complementarity problem based on its reformulation as a system of nonlinear equations using a one-parametric family of complementarity functions. We demonstrate, under suitable hypotheses, that this algorithm converges locally and q-quadratically. In addition, we show numerical experiments that allow us to see the good performance of the proposed algorithm.

【 授权许可】

Free