Least Change Secant Update Methods for Nonlinear Complementarity Problem
In this work, we introduce a family of Least Change Secant Update Methods for solving Nonlinear Complementarity Problems based on its reformulation as a nonsmooth system using the one-parametric class of nonlinear complementarity functions introduced by Kanzow and Kleinmichel -- We prove local and s...
- Autores:
-
Arenas A., Favián
Martínez, Héctor J.
Pérez, Rosana
- Tipo de recurso:
- Fecha de publicación:
- 2014
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/5289
- Acceso en línea:
- http://hdl.handle.net/10784/5289
- Palabra clave:
- Sistemas no diferenciales
Métodos cuasi - Newton
COMPLEMENTARIEDAD (FÍSICA)
CONVERGENCIA
Complementarity (Physics)
Convergence
- Rights
- License
- Copyright (c) 2015 Ingeniería y Ciencia – ing.cienc.
| Summary: | In this work, we introduce a family of Least Change Secant Update Methods for solving Nonlinear Complementarity Problems based on its reformulation as a nonsmooth system using the one-parametric class of nonlinear complementarity functions introduced by Kanzow and Kleinmichel -- We prove local and superlinear convergence for the algorithms -- Some numerical experiments show a good performance of this algorithm |
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