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