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A new non-interior continuation method for P 0-NCP based on a SSPM-function

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Abstract

In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with P 0-function (P 0-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.

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Authors and Affiliations

  1. College of Mathematics and Systems Science, Taishan University, 271021, Tai’an, P.R.China

    Liang Fang

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  1. Liang Fang
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Correspondence to Liang Fang.

Additional information

The work was supported by Project of Shandong Province Higher Educational Science and Technology Program (J10LA51).

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Fang, L. A new non-interior continuation method for P 0-NCP based on a SSPM-function. Appl Math 56, 389–403 (2011). https://doi.org/10.1007/s10492-011-0022-3

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