Title :
Inexact Newton Algorithm to Solve Nonlinear Complementarity Problems
Author :
Kalashnykova, Nataliya I. ; Kalashnikov, Vyacheslav V. ; Franco, Aarón Arévalo
Author_Institution :
Dept. of Phys. & Math., Autonomous Univ. of Nuevo Leon, San Nicolas de los Garzas
Abstract :
The paper describes a version of the inexact Newton algorithm to solve nonlinear complementarity problems (NCP). New classes of NCP are specified for which the inexact Newton method globally converges at the superlinear rate. Moreover, an inner step accuracy control technique is developed and applied to the inexact Newton method to optimize the total computational cost. Finally, two forms of implementation of the numerical procedure of the said algorithm are presented.
Keywords :
Newton method; convergence; nonlinear programming; global convergence; inexact Newton algorithm; inner step accuracy control technique; nonlinear complementarity problems; total computational cost optimisation; Computational efficiency; Convergence; Ear; Gold; Intelligent systems; Jacobian matrices; Mathematics; Newton method; Optimization methods; Physics; Complementarity problem; inexact Newton method;
Conference_Titel :
Intelligent Systems Design and Applications, 2008. ISDA '08. Eighth International Conference on
Conference_Location :
Kaohsiung
Print_ISBN :
978-0-7695-3382-7
DOI :
10.1109/ISDA.2008.224
