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QUADRATIC CONVERGENCE OF APPROXIMATE NEWTON''S METHODS FOR NONLINEAR COMPLEMENTARITY PROBLEMS
非线性互补问题近似Newton法的二阶收敛性

Keywords: Nonlinear complementarity problems,approximate Newton's,methods,quadratic convergence
非线性互补问题
,近似Newton法,二阶收敛性

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Abstract:

in this paper, we propose a sufficient condition under which the approximateNewton's methods possess quadratic convergence property when they are applied to solvingnonlinear complementarity problems. Particular attention is paid to the finite difference Newton's method. We show that when the step length is suitably chosen, the finite differenceNewton's method converges quadratically.

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