Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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A HYBRID METHOD FOR NCP WITH $P_0$ FUNCTIONS

  • Zhou, Qian (Department of Applied Mathematics, Hainan University) ;
  • Ou, Yi-Gui (Department of Applied Mathematics, Hainan University)
  • Received : 2010.06.11
  • Accepted : 2010.08.30
  • Published : 2011.05.30
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Abstract

This paper presents a new hybrid method for solving nonlinear complementarity problems with $P_0$-functions. It can be regarded as a combination of smoothing trust region method with ODE-based method and line search technique. A feature of the proposed method is that at each iteration, a linear system is only solved once to obtain a trial step, thus avoiding solving a trust region subproblem. Another is that when a trial step is not accepted, the method does not resolve the linear system but generates an iterative point whose step-length is defined by a line search. Under some conditions, the method is proven to be globally and superlinearly convergent. Preliminary numerical results indicate that the proposed method is promising.

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References

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