Regularization semismooth Newton method for p0-NCPs with non-monotone line search |
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Authors: | WANG Ping ZANG Yuwei ZHANG Ying |
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Institution: | 1. School of Sciences, Tianjin University, Tianjin 300072, China 2. Tianjin University Beiyang Science and Technology Development Co. Ltd., Tianjin 300072, China |
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Abstract: | Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P0-function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard assumptions. |
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Keywords: | nonlinearity complementarity semismooth Newton method Fischer-Burmeister function |
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