Gauss-Newton Methods for the Nonlinear Complementarity Problem.

Abstract

It is a result of Mangasarian that the nonlinear complementarity problem is equivalent to the solution of a system of nonlinear equations. This paper considers the solution of this system by the damped Gauss-Newton method using the principle of least squares minimization. Algorithms are developed which under fairly simple conditions converge locally to a solution and under stronger hypotheses converge locally quadratically. The algorithms have been used successfully to solve both linear and nonlinear complementarity problems including a standard difficult test problem due to Colville. Keywords: Operators(Mathematics); Theorems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA160983

Entities

People

  • P. K. Subramanian

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Contracts
  • Eigenvalues
  • Equations
  • Evolutionary Algorithms
  • Hypotheses
  • Mathematical Programming
  • Mathematics
  • New York
  • North Carolina
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Sequences
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research