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 |
| Published: |
Taylor & Francis Ltd.
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/22762 |
| _version_ | 1848750961601806336 |
|---|---|
| author | Wang, Song Yang, X. |
| author_facet | Wang, Song Yang, X. |
| author_sort | Wang, Song |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T07:45:09Z |
| format | Journal Article |
| id | curtin-20.500.11937-22762 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:45:09Z |
| publishDate | 2015 |
| publisher | Taylor & Francis Ltd. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-227622017-09-13T16:01:25Z A power penalty method for a bounded nonlinear complementarity problem Wang, Song Yang, X. power penalty methods ξ-monotone - functions convergence rates nonlinear variational inequality problems bounded nonlinear complementarity problems 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. 2015 Journal Article http://hdl.handle.net/20.500.11937/22762 10.1080/02331934.2014.967236 Taylor & Francis Ltd. fulltext |
| spellingShingle | power penalty methods ξ-monotone - functions convergence rates nonlinear variational inequality problems bounded nonlinear complementarity problems Wang, Song Yang, X. A power penalty method for a bounded nonlinear complementarity problem |
| title | A power penalty method for a bounded nonlinear complementarity problem |
| title_full | A power penalty method for a bounded nonlinear complementarity problem |
| title_fullStr | A power penalty method for a bounded nonlinear complementarity problem |
| title_full_unstemmed | A power penalty method for a bounded nonlinear complementarity problem |
| title_short | A power penalty method for a bounded nonlinear complementarity problem |
| title_sort | power penalty method for a bounded nonlinear complementarity problem |
| topic | power penalty methods ξ-monotone - functions convergence rates nonlinear variational inequality problems bounded nonlinear complementarity problems |
| url | http://hdl.handle.net/20.500.11937/22762 |