Least Change Secant Update Methods for Nonlinear Complementarity Problem

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1. Verfasser: Favián Arenas A.
Format: Artículo científico
Sprache:en
Veröffentlicht: Universidad EAFIT 2015
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author Favián Arenas A.
author_facet Favián Arenas A.
contents Least Change Secant Update Methods for Nonlinear Complementarity Problem Favián Arenas A. Héctor J. Martínez Rosana Pérez M. Ingeniería quasi Newton methods Nonsmooth systems local convergence generalized Jacobian In this work, we introduce a family of Least Change Secant Upd ate Methods for solving Nonlinear Complementarity Problems base d on its reformulation as a nonsmooth system using the one-parametric class of non-linear complementarity functions introduced by Kanzow and Kleinmichel. We prove local and superlinear convergence for the algorith ms. Some numerical experiments show a good performance of this algorit hm. 2015 artículo científico 1794-9165 https://www.redalyc.org/articulo.oa?id=83533766001 en http://www.redalyc.org/revista.oa?id=835 Ingeniería y Ciencia application/pdf Universidad EAFIT Ingeniería y Ciencia (Colombia) Num.21 Vol.11
format Artículo científico
id redalyc_83533766001
institution Redalyc
language en
publishDate 2015
publisher Universidad EAFIT
spellingShingle Least Change Secant Update Methods for Nonlinear Complementarity Problem
Favián Arenas A.
Ingeniería
quasi
Newton methods
Nonsmooth systems
local convergence
generalized Jacobian
Least Change Secant Update Methods for Nonlinear Complementarity Problem Favián Arenas A. Héctor J. Martínez Rosana Pérez M. Ingeniería quasi Newton methods Nonsmooth systems local convergence generalized Jacobian In this work, we introduce a family of Least Change Secant Upd ate Methods for solving Nonlinear Complementarity Problems base d on its reformulation as a nonsmooth system using the one-parametric class of non-linear complementarity functions introduced by Kanzow and Kleinmichel. We prove local and superlinear convergence for the algorith ms. Some numerical experiments show a good performance of this algorit hm. 2015 artículo científico 1794-9165 https://www.redalyc.org/articulo.oa?id=83533766001 en http://www.redalyc.org/revista.oa?id=835 Ingeniería y Ciencia application/pdf Universidad EAFIT Ingeniería y Ciencia (Colombia) Num.21 Vol.11
title Least Change Secant Update Methods for Nonlinear Complementarity Problem
topic Ingeniería
quasi
Newton methods
Nonsmooth systems
local convergence
generalized Jacobian
url https://www.redalyc.org/articulo.oa?id=83533766001