A Newton-Fixed Point Homotopy Algorithm For Nonlinear Complementarity Problems With Generalized Monotonicity
Optimization and Control
2012-07-06 v1
Abstract
In this paper has been considered probability-one global convergence of NFPH (Newton-Fixed Point Homotopy) algorithm for system of nonlinear equations and has been proposed a probability-one homotopy algorithm to solve a regularized smoothing equation for NCP with generalized monotonicity. Our results provide a theoretical basis to develop a new computational method for nonlinear equation systems and complementarity problems. Some preliminary numerical experiments shows that our NFPH method is useful and promissing for difficult nonlinear problems.
Cite
@article{arxiv.1207.1145,
title = {A Newton-Fixed Point Homotopy Algorithm For Nonlinear Complementarity Problems With Generalized Monotonicity},
author = {Yunchol Jong and Wonil Kim},
journal= {arXiv preprint arXiv:1207.1145},
year = {2012}
}