Volume no :16, Issue no: 2, November (2016)

A MODIFIED BROYDEN-LIKE METHOD WITH 3-1 PIECEWISE NCP FUNCTION FOR GENERALIZED NONLINEAR COMPLEMENTARITY PROBLEM

Author's: Ke Su and Dan Yang
Pages: [61] - [70]
Received Date: September 8, 2016
Submitted by:
DOI: http://dx.doi.org/10.18642/jpamaa_7100121716

Abstract

In this paper, we propose an improved Broyden-like method for nonlinear complementarity problems by the 3-1 piecewise NCP function. In order to reduce the amount of calculation, we introduce a parameter to avoid compute function of and give the update formula of the parameter. Moreover, a new nonmonotone line search is adopted, so that only one system of equation is needed to solve and one matrix is needed to update at each iteration. In the end, under suitable conditions, the global convergent properties are proved.

Keywords

generalized nonlinear complementarity problem, 3-1 piecewise NCP function, Broyden-like method, nonmonotone.