A New Smoothing Equations Approach to the Nonlinear Complementarity Problems
Keywords:
Nonlinear complementarity problem, Smoothing Newton method, Global convergence, Superlinear convergence.Abstract
The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by construction a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.