A New Smoothing Nonmonotone Trust Region Method for Solving Nonlinear Complementarity Problems
In this paper,we propose one new smoothing nonmonotone trust region method for solving nonlinear complementarity problems with P0-functions.First,the nonlinear complementarity problem (NCP) is reformulated as a nonsmooth equation.Then on the basis of the reformulation,a smoothing nonmonotone trust region algorithm via a line search for solving the NCP with P0-functions is proposed.When a trial step is not accepted,the method does not resolve the trust region subproblem but generates a iterative point whose steplength is generated by a formula.We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP.Under a nonsingularity condition,the superlinear convergence of the algorithm is established without the strict complementarity condition.
NCP Trust region method Fixed steplength Nonmonotone technique
Ji Ying li yijun
School of Management Harbin Institute of Technology Academy of Fundamental and Interdisciplinary Sci School of Management Harbin Institute of Technology Harbin, China
国际会议
沈阳
英文
119-121
2012-07-27（万方平台首次上网日期，不代表论文的发表时间）