Local and superlinear convergence for truncated iterated projections methods

1983 ◽  
Vol 27 (2) ◽  
pp. 176-190 ◽  
Author(s):  
Trond Steihaug
2015 ◽  
Vol 11 (21) ◽  
pp. 11-21 ◽  
Author(s):  
Favián Arenas A ◽  
Héctor J Martínez ◽  
Rosana Pérez M

In this work, we introduce a family of Least Change Secant Update Methods for solving Nonlinear Complementarity Problems based on its reformulation as a nonsmooth system using the one-parametric class of nonlinear complementarity functions introduced by Kanzow and Kleinmichel. We prove local and superlinear convergence for the algorithms. Some numerical experiments show a good performance of this algorithm.


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