Published May 4, 2020



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Favian E Arenas http://orcid.org/0000-0002-7781-7559

Héctor Jairo Martínez https://orcid.org/0000-0001-9747-0671

Rosana Pérez https://orcid.org/0000-0003-0279-8522

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Abstract

In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Problem. In addition, we prove that the algorithm converges locally and q-quadratically, and analyze its numerical performance.

Keywords

nonlinear complementarity problem, complementarity function, generalized Newton method, Q-quadratic convergence

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How to Cite
Arenas, F. E., Martínez, H. J., & Pérez, R. (2020). A local Jacobian smoothing method for solving Nonlinear Complementarity Problems. Universitas Scientiarum, 25(1), 149–174. https://doi.org/10.11144/Javeriana.SC25-1.aljs
Section
Matemáticas y Estadística / Mathematics and Statistics / Matemática e Estatística