Local and Superlinear Convergence of Structural Secant Methods from the Convex Class

1988 ◽  
Author(s):  
Hector J. Martinez
Keyword(s):  
Superlinear Convergence ◽  
Secant Methods ◽  
Local And Superlinear Convergence

scholarly journals Least Change Secant Update Methods for Nonlinear Complementarity Problem

2015 ◽  
Vol 11 (21) ◽  
pp. 11-21 ◽  
Author(s):  
Favián Arenas A ◽  
Héctor J Martínez ◽  
Rosana Pérez M
Keyword(s):  
Superlinear Convergence ◽  
Complementarity Problem ◽  
Numerical Experiments ◽  
Complementarity Problems ◽  
Nonlinear Complementarity Problem ◽  
Nonlinear Complementarity ◽  
Complementarity Functions ◽  
The One ◽  
Local And Superlinear Convergence ◽  
Parametric Class

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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