A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems

被引：171

作者：

Facchinei, F ^{[1
]}

Kanzow, C ^{[1
]}

机构：

[1] UNIV HAMBURG,INST APPL MATH,D-20146 HAMBURG,GERMANY

来源：

MATHEMATICAL PROGRAMMING | 1997年 / 76卷 / 03期

关键词：

nonlinear complementarity problems; nonsmooth equations; inexact Newton methods; large-scale problems;

D O I：

10.1007/BF02614395

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

A new algorithm for the solution of large-scale nonlinear complementarity problems is introduced. The algorithm is based on a nonsmooth equation reformulation of the complementarity problem and on an inexact Levenberg-Marquardt-type algorithm for its solution. Under mild assumptions, and requiring only the approximate solution of a linear system at each iteration, the algorithm is shown to be both globally and superlinearly convergent, even on degenerate problems. Numerical results for problems with up to 10000 variables are presented.

引用

页码：493 / 512

页数：20

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