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

Jein Shan Chen*, Shaohua Pan

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

21 引文 斯高帕斯(Scopus)

摘要

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.

原文英語
頁(從 - 到)464-479
頁數16
期刊Journal of Computational and Applied Mathematics
220
發行號1-2
DOIs
出版狀態已發佈 - 2008 十月 15

ASJC Scopus subject areas

  • 計算數學
  • 應用數學

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