A global Jacobian smoothing algorithm for nonlinear complementarity problems
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| Formato: | Artículo científico |
| Lenguaje: | en |
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Universidad Industrial de Santander
2021
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| _version_ | 1876438617065259008 |
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| author | WILMER SÁNCHEZ |
| author_facet | WILMER SÁNCHEZ |
| contents | A global Jacobian smoothing algorithm for nonlinear complementarity problems WILMER SÁNCHEZ ROSANA PÉREZ HÉCTOR J. MARTÍNEZ Física, Astronomía y Matemáticas global convergence quadratic convergence superlinear convergence complementarity function Jacobian smoothing method In this paper, we use the smoothing Jacobian strategy to propose a new algorithm for solving complementarity problems based on its reformulation as a nonsmooth system of equations. This algorithm can be seen as a generalization of the one proposed in 18. We develop its global convergence theory and under certain assumptions, we demonstrate that the proposed algorithm converges locally and, q-superlinearly or q-quadratically to a solution of the problem. Some numerical experiments show a good performance of this algorithm.MSC2010: 49M15, 90C06, 90C30. 2021 artículo científico 0120-419X https://www.redalyc.org/articulo.oa?id=327070750004 https://www.redalyc.org/journal/3270/327070750004/ https://www.redalyc.org/journal/3270/327070750004/html/ https://www.redalyc.org/journal/3270/327070750004/327070750004.epub https://www.redalyc.org/journal/3270/327070750004/movil 10.7440/res64.2018.03 en http://www.redalyc.org/revista.oa?id=3270 Revista Integración application/pdf Universidad Industrial de Santander Revista Integración (Colombia) Num.2 Vol.39 |
| format | Artículo científico |
| id | redalyc_327070750004 |
| institution | Redalyc |
| language | en |
| publishDate | 2021 |
| publisher | Universidad Industrial de Santander |
| spellingShingle | A global Jacobian smoothing algorithm for nonlinear complementarity problems WILMER SÁNCHEZ Física, Astronomía y Matemáticas global convergence quadratic convergence superlinear convergence complementarity function Jacobian smoothing method A global Jacobian smoothing algorithm for nonlinear complementarity problems WILMER SÁNCHEZ ROSANA PÉREZ HÉCTOR J. MARTÍNEZ Física, Astronomía y Matemáticas global convergence quadratic convergence superlinear convergence complementarity function Jacobian smoothing method In this paper, we use the smoothing Jacobian strategy to propose a new algorithm for solving complementarity problems based on its reformulation as a nonsmooth system of equations. This algorithm can be seen as a generalization of the one proposed in 18. We develop its global convergence theory and under certain assumptions, we demonstrate that the proposed algorithm converges locally and, q-superlinearly or q-quadratically to a solution of the problem. Some numerical experiments show a good performance of this algorithm.MSC2010: 49M15, 90C06, 90C30. 2021 artículo científico 0120-419X https://www.redalyc.org/articulo.oa?id=327070750004 https://www.redalyc.org/journal/3270/327070750004/ https://www.redalyc.org/journal/3270/327070750004/html/ https://www.redalyc.org/journal/3270/327070750004/327070750004.epub https://www.redalyc.org/journal/3270/327070750004/movil 10.7440/res64.2018.03 en http://www.redalyc.org/revista.oa?id=3270 Revista Integración application/pdf Universidad Industrial de Santander Revista Integración (Colombia) Num.2 Vol.39 |
| title | A global Jacobian smoothing algorithm for nonlinear complementarity problems |
| topic | Física, Astronomía y Matemáticas global convergence quadratic convergence superlinear convergence complementarity function Jacobian smoothing method |
| url | https://www.redalyc.org/articulo.oa?id=327070750004 https://www.redalyc.org/journal/3270/327070750004/ https://www.redalyc.org/journal/3270/327070750004/html/ https://www.redalyc.org/journal/3270/327070750004/327070750004.epub https://www.redalyc.org/journal/3270/327070750004/movil |