A Jacobian smoothing inexact Newton method for solving the nonlinear complementary problem
摘要
In this paper, we propose a Jacobian smoothing inexact Newton-type algorithm for solving the nonlinear complementarity problem by reformulating it as a system of nonlinear equations. We show that the algorithm converges up to q-quadratically and present numerical experiments that show its good local performance. In order to compare in terms of time our algorithm with other known algorithms, we introduce a new normalized measurement that we call time index.