A power penalty method for a bounded nonlinear complementarity problem
dc.contributor.author | Wang, Song | |
dc.contributor.author | Yang, X. | |
dc.date.accessioned | 2017-01-30T12:33:31Z | |
dc.date.available | 2017-01-30T12:33:31Z | |
dc.date.created | 2015-09-16T20:00:54Z | |
dc.date.issued | 2015 | |
dc.identifier.citation | Wang, S. and Yang, X. 2015. A power penalty method for a bounded nonlinear complementarity problem. Optimization. 64 (11): pp. 2377-2394. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/22762 | |
dc.identifier.doi | 10.1080/02331934.2014.967236 | |
dc.description.abstract |
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. | |
dc.publisher | Taylor & Francis Ltd. | |
dc.subject | power penalty methods | |
dc.subject | ξ-monotone - functions | |
dc.subject | convergence rates | |
dc.subject | nonlinear variational inequality problems | |
dc.subject | bounded nonlinear complementarity problems | |
dc.title | A power penalty method for a bounded nonlinear complementarity problem | |
dc.type | Journal Article | |
dcterms.source.volume | 64 | |
dcterms.source.number | 11 | |
dcterms.source.startPage | 2377 | |
dcterms.source.endPage | 2394 | |
dcterms.source.issn | 0233-1934 | |
dcterms.source.title | Optimization | |
curtin.note |
The Version of Record of this manuscript has been published and is available in Optimization (2015), | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Open access |