Numerical Algorithms ( IF 2.1 ) Pub Date : 2021-06-03 , DOI: 10.1007/s11075-021-01136-3 Rui Li , Zhi-Lin Li , Jun-Feng Yin
Motivated by the modulus-based Newton method for solving linear complementarity problems (Zheng and Li, J. Comput. Appl. Math. 288, 116–126 2015; Wu and Li, Calcolo 54, 43–56 2017), we propose a generalized modulus-based Newton method to solve a class of non-linear complementarity problems with P-matrices. A sufficient condition to guarantee the convergence of the proposed method is obtained. Numerical experiments further demonstrate that the proposed method is efficient and has better performance than the existing modulus-based iteration method and the Newton method.
中文翻译:
求解一类具有P矩阵的非线性互补问题的基于广义模数的牛顿法
受基于模数的牛顿法求解线性互补问题的启发(Zheng and Li, J. Comput. Appl. Math. 288 , 116–126 2015; Wu and Li, Calcolo 54 , 43–56 2017),我们提出了一个广义的基于模数的牛顿法解决一类具有 P 矩阵的非线性互补问题。得到了保证所提方法收敛的充分条件。数值实验进一步表明,所提出的方法是有效的,并且比现有的基于模数的迭代方法和牛顿法具有更好的性能。