Resumen

ARENAS A, Favián; MARTINEZ, Héctor J  y  PEREZ M, Rosana. Least Change Secant Update Methods for Nonlinear Complementarity Problem. ing.cienc. [online]. 2015, vol.11, n.21, pp.11-36. ISSN 1794-9165.  https://doi.org/10.17230/ingciencia.11.21.1.

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.

Palabras clave : nonsmooth systems; nonlinear complementarity problems; generalized Jacobian; quasi-Newton methods; least change secant update methods; local convergence; superlinear convergence.

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