-

 

 

 




Optimization Online





 

Global Newton-type methods and semismooth reformulations for NCP

Sandra Pieraccini (pieraccini***at***ciro.de.unifi.it)
Maria Grazia Gasparo (gasparo***at***de.unifi.it)
Aldo Pasquali (pasquali***at***de.unifi.it)

Abstract: It is known that a nonlinear complementarity problem (NCP) can be reformulated as a semismooth system of nonlinear equations by using a so called NCP-function. Global Newton-type methods for solving NCP via semismooth reformulation need to use a merit function, which is usually required to be continuously differentiable. In this paper we present a global Newton-type method which does not require the differentiability for the merit function used in the line-search procedure. The method is used to numerically compare the effectiveness of two NCP-functions widely discussed in literature, the $minimum$ function and the $Fischer\!-\!Burmeister$ function. The results on several examples allow to gain some new acquaintance of the respective numerical advantages of the two functions.

Keywords: Nonlinear complementarity problems, NCP-functions, semismooth systems, globally convergent methods.

Category 1: Complementarity and Variational Inequalities

Citation: To appear on Applied Numerical Mathematics

Download:

Entry Submitted: 11/05/2001
Entry Accepted: 11/05/2001
Entry Last Modified: 05/07/2002

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society