A SELF-ADAPTIVE TRUST REGION METHOD FOR THE MIXED COMPLEMENTARITY PROBLEM

Cite this:
Chang Liu, Y. K. Z. Y. (2013). A SELF-ADAPTIVE TRUST REGION METHOD FOR THE MIXED COMPLEMENTARITY PROBLEM. Asian Journal of Current Engineering and Maths, 2(1). Retrieved from http://innovativejournal.in/index.php/ajcem/article/view/153
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Abstract

In this paper, we give a new smoothing reformulation of the mixed complementarity problem by using a cosh-based smoothing function and obtain some good properties of the equivalent problem. A self-adaptive method isproposed to solve the reformulated unconstrained optimization and the global convergence results of the method is proved under certain conditions.

 Mathematics Subject Classification 65K05, 90C30

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