Generalized Newton method for a kind of complementarity problem. (English) Zbl 1468.90133

Summary: A generalized Newton method for the solution of a kind of complementarity problem is given. The method is based on a nonsmooth equations reformulation of the problem by F-B function and on a generalized Newton method. The merit function used is a differentiable function. The global convergence and superlinear local convergence results are also given under suitable assumptions. Finally, some numerical results and discussions are presented.


90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C53 Methods of quasi-Newton type
Full Text: DOI


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