Least Change Secant Update Methods for Nonlinear Complementarity Problem
Fecha
2014-05-20
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Universidad EAFIT
Resumen
Descripción
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
Palabras clave
Sistemas no diferenciales, Métodos cuasi - Newton