A SELF-ADAPTIVE TRUST REGION METHOD FOR THE MIXED COMPLEMENTARITY PROBLEM
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Abstract
In this paper, we give a new smoothing reformulation of the mixed complementarity problem by using a cosh-based smoothing function and obtain some good properties of the equivalent problem. A self-adaptive method isproposed to solve the reformulated unconstrained optimization and the global convergence results of the method is proved under certain conditions.
 Mathematics Subject Classification 65K05, 90C30
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