A non-interior-point continuation method for linear complementarity problems
SIAM Journal on Matrix Analysis and Applications
A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
SIAM Journal on Control and Optimization
A class of smoothing functions for nonlinear and mixed complementarity problems
Computational Optimization and Applications
Some Noninterior Continuation Methods for LinearComplementarity Problems
SIAM Journal on Matrix Analysis and Applications
A semismooth equation approach to the solution of nonlinear complementarity problems
Mathematical Programming: Series A and B
Mathematics of Operations Research
Solving variational inequality problems via smoothing-nonsmooth reformulations
Journal of Computational and Applied Mathematics - Special issue on nonlinear programming and variational inequalities
Journal of Optimization Theory and Applications
Sub-quadratic convergence of a smoothing Newton algorithm for the P0– and monotone LCP
Mathematical Programming: Series A and B
A smoothing-type algorithm for solving system of inequalities
Journal of Computational and Applied Mathematics
Smoothing algorithms for complementarity problems over symmetric cones
Computational Optimization and Applications
A monotone semismooth Newton type method for a class of complementarity problems
Journal of Computational and Applied Mathematics
SIAM Journal on Optimization
A non-interior continuation algorithm for the CP based on a generalized smoothing function
Journal of Computational and Applied Mathematics
A full-Newton step non-interior continuation algorithm for a class of complementarity problems
Journal of Computational and Applied Mathematics
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We consider a class of complementarity problems involving functions which are nonlinear. In this paper we reformulate this nonlinear complementarity problem as a system of absolute value equations (which is nonsmooth). Then we propose a fixed-point method to solve this nonsmooth system. We prove that the proposed method is globally linearly convergent under a mild condition. The proposed method is greatly effective not only for small and medium size problems, but also for large and super-large scale problems. Especially, our method can efficiently solve super-large scale problems, with a million variables, in a few tens of minutes on a PC.