A power penalty method for a bounded nonlinear complementarity problem
We propose a novel power penalty approach to the bounded nonlinear complementarity problem (NCP) in which a reformulated NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the nonlinear equation converges to that of the bounded NCP at an exponen...
| Main Authors: | , |
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| Format: | Journal Article |
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Taylor & Francis Ltd.
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/22762 |
| Summary: | We propose a novel power penalty approach to the bounded nonlinear complementarity problem (NCP) in which a reformulated NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the nonlinear equation converges to that of the bounded NCP at an exponential rate when the function is continuous and ξ-monotone. A higher convergence rate is also obtained when the function becomes Lipschitz continuous and strongly monotone. Numerical results on discretized ‘double obstacle’ problems are presented to confirm the theoretical results. |
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