Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 53-58.

• Original Articles • Previous Articles     Next Articles

 A Newton Method for  a  Nonsmooth Nonlinear Complementarity Problem

 GAO  Yan   

  • Online:2011-06-15 Published:2011-06-15
  • Supported by:

    Supported by the   National Science Foundation of China (No. 10671126), Shanghai Municipal Committee of Science and Technology (No. 10550500800) and Shanghai Leading Discipline Project (No. S30501)

Abstract: This paper is devoted to a nonlinear complementarity problem with nonsmooth data. The  nonlinear complementarity problem is reformulated as a system of nonsmooth equations. Then, a Newton method for solving the nonsmooth equations is proposed. In each iteration of the Newton method, an element of the B-differential of related functions, not nonlinear complementarity function, is required. The superlinear convergence is shown.

Key words: nonlinear complementarity problem, nonsmooth analysis, optimization,  , Newton methods

CLC Number: