Superlinear/Quadratic Onestep Smoothing Newton Method for P 0NCP

Citation
Zhang, Li Ping et al., Superlinear/Quadratic Onestep Smoothing Newton Method for P 0NCP, Acta mathematica Sinica. English series (Print) , 21(1), 2004, pp. 117-128
ISSN journal
14398516
Volume
21
Issue
1
Year of publication
2004
Pages
117 - 128
Database
ACNP
SICI code
Abstract
We propose a onestep smoothing Newton method for solving the non-linear complementarity problem with P 0function (P 0NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPFfunction). The proposed algorithm has to solve only one linear system of equations and performs only one line search per iteration. Without requiring any strict complementarity assumption at the P 0NCP solution, we show that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. Compared to the previous literatures, our algorithm has stronger convergence results under weaker conditions.