A New Smoothing Nonmonotone Trust Region Method for Solving Nonlinear Complementarity Problems

DOI

10.2991/iccasm.2012.30How to use a DOI?

Keywords

NCP, Trust region method, Fixed steplength, Nonmonotone technique

Abstract

In this paper, we propose one new smoothing nonmonotone trust region method for solving nonlinear complementarity problems with 0 P functions. First, the nonlinear complementarity problem (NCP) is reformulated as a nonsmooth equation. Then on the basis of the reformulation, a smoothing nonmonotone trust region algorithm via a line search for solving the NCP with 0 P functions is proposed. When a trial step is not accepted, the method does not resolve the trust region subproblem but generates a iterative point whose steplength is generated by a formula. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP . Under a nonsingularity condition, the superlinear convergence of the algorithm is established without the strict complementarity condition.

Copyright

© 2012, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Ying Ji
AU  - Yijun Li
PY  - 2012/08
DA  - 2012/08
TI  - A New Smoothing Nonmonotone Trust Region Method for Solving Nonlinear Complementarity Problems
BT  - Proceedings of the 2012 International Conference on Computer Application and System Modeling (ICCASM 2012)
PB  - Atlantis Press
SP  - 119
EP  - 121
SN  - 1951-6851
UR  - https://doi.org/10.2991/iccasm.2012.30
DO  - 10.2991/iccasm.2012.30
ID  - Ji2012/08
ER  -