TY - JOUR

T1 - A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs

AU - Chen, Jein Shan

AU - Pan, Shaohua

PY - 2008/10/15

Y1 - 2008/10/15

N2 - 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.

AB - 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.

KW - Generalized Fischer-Burmeister function

KW - Nonlinear complementarity problem (NCP)

KW - P-function

KW - Semismooth Newton method

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U2 - 10.1016/j.cam.2007.08.020

DO - 10.1016/j.cam.2007.08.020

M3 - Article

AN - SCOPUS:47849106790

SN - 0377-0427

VL - 220

SP - 464

EP - 479

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

IS - 1-2

ER -