Title :
Solution of Nonlinear Complementarity Problems with Inexact Newton Methods
Author :
Kalashnykova, Nataliya I. ; Kalashnikov, Vyacheslav V. ; Franco, Aarón Arévalo
Author_Institution :
Dept. of Phys. & Math., Autonomous Univ. of Nuevo Leon, Nuevo Leon
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; optimisation; inexact Newton methods; inner step accuracy control technique; nonlinear complementarity problems; Computational efficiency; Error correction; Jacobian matrices; Mathematics; Newton method; Optimal control; Optimization methods; Physics;
Conference_Titel :
Innovative Computing Information and Control, 2008. ICICIC '08. 3rd International Conference on
Conference_Location :
Dalian, Liaoning
Print_ISBN :
978-0-7695-3161-8
Electronic_ISBN :
978-0-7695-3161-8
DOI :
10.1109/ICICIC.2008.502
