A smoothing inexact Newton method for nonlinear complementarity problems

Authors:
Shao-Ping Rui;Cheng-Xian Xu
Affiliations:
Department of Mathematics, Faculty of Science, Xi'an Jiaotong University, Xi'an, 710049, PR China and Department of Mathematics, Huaibei Coal Industry Teachers College, Huaibei, 235000, PR China;Department of Mathematics, Faculty of Science, Xi'an Jiaotong University, Xi'an, 710049, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2010

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Abstract

In this article, we propose a new smoothing inexact Newton algorithm for solving nonlinear complementarity problems (NCP) base on the smoothed Fischer-Burmeister function. In each iteration, the corresponding linear system is solved only approximately. The global convergence and local superlinear convergence are established without strict complementarity assumption at the NCP solution. Preliminary numerical results indicate that the method is effective for large-scale NCP.