A smoothing Newton method for nonlinear complementarity problems

• DOI: 10.1007/s40314-013-0015-9
• Publication Date: 2013-08-28T16:38:40Z
• Authors: Jingyong Tang; Li Dong; Jinchuan Zhou; Liang Fang
• Keywords: Smoothing; Nonlinear complementarity problem; Complementarity (molecular biology)

We propose a smoothing Newton method for solving nonlinear complementarity problems based on a new smoothing function. We adopt a variant merit function. Under suitable conditions, we obtain the global convergence and local quadratic convergence of the proposed algorithm. Some numerical results indicate that our algorithm is effective for the given problems.