A modified multivariate spectral gradient projection method for nonlinear complementarity problems

We present a sufficient condition for monotonicity of the nonlinear nonsmooth system generated by Fischer–Burmeister function associated with nonlinear complementarity problem. Based on the presented condition, the nonlinear complementarity problem considered in this paper is equivalently formulated...

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Veröffentlicht in:Computational & applied mathematics 2023-12, Vol.42 (8), Article 323
Hauptverfasser: Peng, Zheng, Zhang, Xu, Yao, Zhiqiang
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description We present a sufficient condition for monotonicity of the nonlinear nonsmooth system generated by Fischer–Burmeister function associated with nonlinear complementarity problem. Based on the presented condition, the nonlinear complementarity problem considered in this paper is equivalently formulated to a nonsmooth monotone system. We then propose a modified multivariate spectral gradient projection method for the resulting system, and establish the global convergence without smoothness and Lipschitz condition. Preliminary numerical experiments show that, compared to some existing methods, the proposed method is effective.
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subjects Applications of Mathematics
Applied physics
Computational mathematics
Computational Mathematics and Numerical Analysis
Lipschitz condition
Mathematical Applications in Computer Science
Mathematical Applications in the Physical Sciences
Mathematics
Mathematics and Statistics
Multivariate analysis
Smoothness
title A modified multivariate spectral gradient projection method for nonlinear complementarity problems
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