@Article{JCM-29-261, author = {}, title = {A Smoothing Trust Region Method for NCPs Based on the Smoothing Generalized Fischer-Burmeister Function}, journal = {Journal of Computational Mathematics}, year = {2011}, volume = {29}, number = {3}, pages = {261--286}, abstract = {

Based on a reformulation of the complementarity problem as a system of nonsmooth equations by using the generalized Fischer-Burmeister function, a smoothing trust region algorithm with line search is proposed for solving general (not necessarily monotone) nonlinear complementarity problems. Global convergence and, under a nonsingularity assumption, local Q-superlinear/Q-quadratic convergence of the algorithm are established. In particular, it is proved that a unit step size is always accepted after a finite number of iterations. Numerical results also confirm the good theoretical properties of our approach.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1009-m3216}, url = {http://global-sci.org/intro/article_detail/jcm/8478.html} }