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Solving complementarity problems by means of a new smooth constrained nonlinear solver
 

Summary: Solving complementarity problems by means of a
new smooth constrained nonlinear solver
Roberto Andreani \Lambda Jos'e Mario Mart'inez y
October 17, 1997 (revised)
Abstract
Given F : IR n ! IR m
and\Omega a closed and convex set, the prob­
lem of finding x 2 IR n such that x
2\Omega and F (x) = 0 is considered.
For solving this problem an algorithm of Inexact­Newton type is de­
fined. Global and local convergence proofs are presented. As a prac­
tical application, the Horizontal Nonlinear Complementarity Problem
is introduced. It is shown that the Inexact­Newton algorithm can be
applied to this problem. Numerical experiments are performed and
commented.
Keywords. Nonlinear systems, Inexact--Newton method, global con­
vergence, convex constraints, box constraints, complementarity.
AMS: 65H10, 90C33, 90C30
\Lambda Department of Applied Mathematics, IMECC­UNICAMP, University of Campinas,
CP 6065, 13081­970 Campinas SP, Brazil . This author was supported by FAPESP (Grant

  

Source: Andreani, Roberto - Instituto de Matemática, Estatística e Computação Científica, Universidade Estadual de Campinas

 

Collections: Mathematics