A monotone semismooth Newton type method for a class of complementarity problems. (English) Zbl 1204.65070
Some results related to slant differentiability are reviewed. The monotone convergence of a semismooth Newton method is obtained under certain conditions. The authors present a modified semismooth Newton method for a class of complementarity problems. The monotone convergence of the proposed method is established. The efficiency of the proposed method is shown by some numerical results.
Reviewer: Hang Lau (Montréal)
MSC:
| 65K05 | Numerical mathematical programming methods |
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 90C53 | Methods of quasi-Newton type |
Keywords:
nonsmooth equations; semismooth Newton method; complementarity problem; monotone convergence; numerical resultsReferences:
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