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Globally convergent Jacobian smoothing inexact Newton methods for NCP

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Abstract

A new smoothing algorithm for the solution of nonlinear complementarity problems (NCP) is introduced in this paper. It is based on semismooth equation reformulation of NCP by Fischer–Burmeister function and its related smooth approximation. In each iteration the corresponding linear system is solved only approximately. Since inexact directions are not necessarily descent, a nonmonotone technique is used for globalization procedure. Numerical results are also presented.

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Correspondence to Nataša Krejić.

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Research supported by Ministry of Science, Republic of Serbia, grant No. 144006.

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Krejić, N., Rapajić, S. Globally convergent Jacobian smoothing inexact Newton methods for NCP. Comput Optim Appl 41, 243–261 (2008). https://doi.org/10.1007/s10589-007-9104-2

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