Least Change Secant Update Methods for Nonlinear Complementarity Problem

Least Change Secant Update Methods for Nonlinear Complementarity Problem

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 su...

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Bibliographic Details
Main Authors: Favián Arenas A, H J Martínez, Rosana Pérez
Format: Article
Language:English
Published: Universidad EAFIT 2015-01-01
Series:Ingeniería y Ciencia
Subjects:
Nonsmooth systems
Nonlinear Complementarity Problems
generalized Jacobians
Quasi-Newton methods
Least Change Secant Update Methods
local convergence
Online Access:http://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/2342

Internet

http://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/2342

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