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Volume 16, Issue 1
A Penalty Technique for Nonlinear Complementarity Problems

Donghui Li & Jinping Zeng

J. Comp. Math., 16 (1998), pp. 40-50.

Published online: 1998-02

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  • Abstract

In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.

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@Article{JCM-16-40, author = {Li , Donghui and Zeng , Jinping}, title = {A Penalty Technique for Nonlinear Complementarity Problems}, journal = {Journal of Computational Mathematics}, year = {1998}, volume = {16}, number = {1}, pages = {40--50}, abstract = {

In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9140.html} }
TY - JOUR T1 - A Penalty Technique for Nonlinear Complementarity Problems AU - Li , Donghui AU - Zeng , Jinping JO - Journal of Computational Mathematics VL - 1 SP - 40 EP - 50 PY - 1998 DA - 1998/02 SN - 16 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9140.html KW - Optimization, nonlinear complementarity. AB -

In this paper, we first give a new equivalent optimization form to nonlinear complementarity problems and then establish a damped Newton method in which penalty technique is used. The subproblems of the method are lower-dimensional linear complementarity problems. We prove that the algorithm converges globally for strongly monotone complementarity problems. Under certain conditions, the method possesses quadratic convergence. Few numerical results are also reported.

Li , Donghui and Zeng , Jinping. (1998). A Penalty Technique for Nonlinear Complementarity Problems. Journal of Computational Mathematics. 16 (1). 40-50. doi:
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