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A Newton-Fixed Point Homotopy Algorithm For Nonlinear Complementarity Problems With Generalized Monotonicity

2012/07/05 by Yunchol Jong, Jong, Yunchol, Kim, Wonil
Mathematics · #65H10 #65H20 #90C33 #Advanced Optimization Algorithms Research #FOS: Mathematics #Fractional Differential Equations Solutions #Iterative Methods for Nonlinear Equations #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1207.1145

openalex publication_date 2012/07/05 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

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.

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