Author:
Vivas Hevert,Pérez Rosana,Arias Carlos A.
Abstract
AbstractIn this paper, we present a new nonsmooth Newton-type algorithm for solving the generalized complementarity problem based on its reformulation as a system of nonlinear equations using a one-parametric family of complementarity functions. We demonstrate, under suitable hypotheses, that this algorithm converges locally and q-quadratically. In addition, we show numerical experiments that allow us to see the good performance of the proposed algorithm.
Publisher
Springer Science and Business Media LLC
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