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A Newton-Fixed Point Homotopy Algorithm for Nonlinear Complementarity Problems with Generalized Monotonicity

Yun-Chol Jong(yuncholjong***at***yahoo.com)

Abstract: In this paper has been considered probability-one global convergence of NFPH (Newton-Fixed Point Homotopy) algorithm for system of nonlinear equations and has been proposed a probability-one homotopy algorithm to solve a regularized smoothing equation for NCP with generalized monotonicity. Our results provide a theoretical basis to develop a new computational method for nonlinear equation systems and complementarity problems. Some preliminary numerical experiments shows that our NFPH method is useful and promissing for difficult nonlinear problems.

Keywords: Newton-Fixed point homotopy algorithm, nonlinear complementarity, nonlinear equations system, probability-one global convergence

Category 1: Complementarity and Variational Inequalities

Category 2: Convex and Nonsmooth Optimization (Generalized Convexity/Monoticity )

Citation: Technical report, Center of Natural Science, University of Sciences, Pyongyang, DPR Korea

Download: [PDF]

Entry Submitted: 08/08/2012
Entry Accepted: 08/08/2012
Entry Last Modified: 08/08/2012

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