Resumo

ARENAS A, Favián; MARTINEZ, Héctor J  e  PEREZ M, Rosana. Least Change Secant Update Methods for Nonlinear Complementarity Problem. ing.cienc. [online]. 2015, vol.11, n.21, pp.11-36. ISSN 1794-9165.  https://doi.org/10.17230/ingciencia.11.21.1.

In this work, we introduce a family of Least Change Secant Update Methods for solving Nonlinear Complementarity Problems based on its reformulation as a nonsmooth system using the one-parametric class of nonlinear complementarity functions introduced by Kanzow and Kleinmichel. We prove local and superlinear convergence for the algorithms. Some numerical experiments show a good performance of this algorithm.

Palavras-chave : nonsmooth systems; nonlinear complementarity problems; generalized Jacobian; quasi-Newton methods; least change secant update methods; local convergence; superlinear convergence.

        · resumo em Espanhol     · texto em Inglês     · Inglês ( pdf )