A local Jacobian smoothing method for solving Nonlinear Complementarity Problems/Un metodo local de suavizacion Jacobiana para resolver Problemas de Complementariedad No Lineal/Um metodo local de regularizacao Jacobiana para resolver Problemas de Complementaridade Nao-lineares

In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Pro...

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Veröffentlicht in:Universitas scientiarum 2020-01, Vol.25 (1), p.149
Hauptverfasser: Arenas, Favian, Martinez, Hector Jairo, Perez, Rosana
Format: Artikel
Sprache:spa
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Zusammenfassung:In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Problem. In addition, we prove that the algorithm converges locally and q-quadratically, and analyze its numerical performance.
ISSN:0122-7483
DOI:10.11144/Javeriana.SC25-1.aljs