Least Change Secant Update Methods for Nonlinear Complementarity Problem
DOI:
https://doi.org/10.17230/ingciencia.11.21.1Keywords:
Nonsmooth systems, Nonlinear Complementarity Problems, generalized Jacobians, Quasi-Newton methods, Least Change Secant Update Methods, local convergence, superlinear convergence.Abstract
In this work, we introduce a family of Least Change Secant Update Methods for solving Nonlinear Complementarity Problems based on its reformulation as a nonsmooth system using the one-parametric class of nonlinear complementarity functions introduced by Kanzow and Kleinmichel. We prove local and superlinear convergence for the algorithms. Some numerical experiments show a good performance of this algorithm.
MSC: 90C30, 90C33, 90C53
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