Abstract
An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application.
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This research was based on work supported by the National Science Foundation under grant ECS-8407240.
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Pang, JS. Inexact Newton methods for the nonlinear complementarity problem. Mathematical Programming 36, 54–71 (1986). https://doi.org/10.1007/BF02591989
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DOI: https://doi.org/10.1007/BF02591989