Acta mathematica scientia,Series B ›› 2004, Vol. 24 ›› Issue (3): 376-384.

• Articles • Previous Articles     Next Articles

A REGULARIZATION NEWTON METHOD FOR
MIXED COMPLEMENTARITY PROBLEMS

 WANG Yi-Ju, ZHOU Hou-Chun, WANG Chang-Yu   

  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    This subject is supported by the NSF of China
    (10171055,10226022) and NSF of Shandong province(Y2003A02)

Abstract:

In this paper, a regularization Newton method for mixed complementarity
problem(MCP) based on the reformulation of MCP in [1] is proposed. Its global convergence
is proved under the assumption that F is a P0-function. The main feature of our
algorithm is that a priori of the existence of an accumulation point for convergence need
not to be assumed.

Key words: Regularization, Newton method;global convergence;super-linear convergence

CLC Number: 

  • 90C33
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