{"title":"非线性互补问题的全局平滑雅可比算法","authors":"W. Sánchez, R. Pérez, H. Martínez","doi":"10.18273/revint.v39n2-20210004","DOIUrl":null,"url":null,"abstract":"In this paper, we use the smoothing Jacobian strategy to propose a new algorithm for solving complementarity problems based on its reformulation as a nonsmooth system of equations. This algorithm can be seen as a generalization of the one proposed in [18]. We develop its global convergence theory and under certain assumptions, we demonstrate that the proposed algorithm converges locally and, q-superlinearly or q-quadratically to a solution of the problem. Some numerical experiments show a good performance of this algorithm.","PeriodicalId":402331,"journal":{"name":"Revista Integración","volume":"60 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Un algoritmo global con jacobiano suavizado para problemas de complementariedad no lineal\",\"authors\":\"W. Sánchez, R. Pérez, H. Martínez\",\"doi\":\"10.18273/revint.v39n2-20210004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we use the smoothing Jacobian strategy to propose a new algorithm for solving complementarity problems based on its reformulation as a nonsmooth system of equations. This algorithm can be seen as a generalization of the one proposed in [18]. We develop its global convergence theory and under certain assumptions, we demonstrate that the proposed algorithm converges locally and, q-superlinearly or q-quadratically to a solution of the problem. Some numerical experiments show a good performance of this algorithm.\",\"PeriodicalId\":402331,\"journal\":{\"name\":\"Revista Integración\",\"volume\":\"60 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-10-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Revista Integración\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.18273/revint.v39n2-20210004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista Integración","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.18273/revint.v39n2-20210004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Un algoritmo global con jacobiano suavizado para problemas de complementariedad no lineal
In this paper, we use the smoothing Jacobian strategy to propose a new algorithm for solving complementarity problems based on its reformulation as a nonsmooth system of equations. This algorithm can be seen as a generalization of the one proposed in [18]. We develop its global convergence theory and under certain assumptions, we demonstrate that the proposed algorithm converges locally and, q-superlinearly or q-quadratically to a solution of the problem. Some numerical experiments show a good performance of this algorithm.