Improving the convergence of non-interior point algorithms for nonlinear complementarity problems

Authors
Citation
Lq. Qi et Df. Sun, Improving the convergence of non-interior point algorithms for nonlinear complementarity problems, MATH COMPUT, 69(229), 2000, pp. 283-304
Citations number
35
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF COMPUTATION
ISSN journal
00255718 → ACNP
Volume
69
Issue
229
Year of publication
2000
Pages
283 - 304
Database
ISI
SICI code
0025-5718(200001)69:229<283:ITCONP>2.0.ZU;2-K
Abstract
Recently, based upon the Chen-Harker-Kanzow-Smale smoothing function and th e trajectory and the neighbourhood techniques, Hotta and Yoshise proposed a noninterior point algorithm for solving the nonlinear complementarity prob lem. Their algorithm is globally convergent under a relatively mild conditi on. In this paper, we modify their algorithm and combine it with the superl inear convergence theory for nonlinear equations. We provide a globally lin early convergent result for a slightly updated version of the Hotta-Yoshise algorithm and show that a further modified Hotta-Yoshise algorithm is glob ally and superlinearly convergent, with a convergence Q-order 1 + t, under suitable conditions, where t is an element of (0, 1) is an additional param eter.