A nonsmooth Newton method for variational inequalities. II: Numerical results
This 2 part paper presents an approach using a certain class of nonsmooth functions for solving inequalities, nonlinear complementarity problems, and nonlinear programs. The method is a modified damped Newton algorithm which insures convergence and locally quadratic convergence under the assumption of regularity. But under certain conditions the algorithm can be used also for applications where regularity does not hold. Part I develops the theory for the method. Part II presents the results of extensive computational testing of the new method.
scientific article; zbMATH DE number 644755
scientific article