A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs

Jein-Shan Chen, Shaohua Pan

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19 Citations (Scopus)

Abstract

We consider a regularization method for nonlinear complementarity problems with F being a P0-function which replaces the original problem with a sequence of the regularized complementarity problems. In this paper, this sequence of regularized complementarity problems are solved approximately by applying the generalized Newton method for an equivalent augmented system of equations, constructed by the generalized Fischer-Burmeister (FB) NCP-functions φp with p > 1. We test the performance of the regularization semismooth Newton method based on the family of NCP-functions through solving all test problems from MCPLIB. Numerical experiments indicate that the method associated with a smaller p, for example p ∈ [1.1, 2], usually has better numerical performance, and the generalized FB functions φp with p ∈ [1.1, 2) can be used as the substitutions for the FB function φ2.

Original languageEnglish
Pages (from-to)464-479
Number of pages16
JournalJournal of Computational and Applied Mathematics
Volume220
Issue number1-2
DOIs
Publication statusPublished - 2008 Oct 15

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Keywords

  • Generalized Fischer-Burmeister function
  • Nonlinear complementarity problem (NCP)
  • P-function
  • Semismooth Newton method

ASJC Scopus subject areas

  • Applied Mathematics
  • Computational Mathematics
  • Numerical Analysis

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