A Hybrid Smoothing Method for Mixed Nonlinear ComplementarityProblems

  • Authors:
  • Steven A. Gabriel

  • Affiliations:
  • ICF Kaiser International, Inc., 9300 Lee Highway, Fairfax, Virginia 22031-1207. E-mail: sgabriel@icfkaiser.com

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 1998

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Abstract

In this paper, we describe a new, integral-based smoothing methodfor solving the mixed nonlinear complementarity problem (MNCP). Thisapproach is based on recasting MNCP as finding the zero of a nonsmoothsystem and then generating iterates via two types of smooth approximationsto this system. Under weak regularity conditions, we establish that thesequence of iterates converges to a solution if the limit point of thissequence is regular. In addition, we show that the rate is Q-linear,Q-superlinear, or Q-quadratic depending on the level of inexactness in thesubproblem calculations and we make use of the inexact Newton theory ofDembo, Eisenstat, and Steihaug. Lastly, we demonstrate the viability of theproposed method by presenting the results of numerical tests on a variety ofcomplementarity problems.