Solving the nonlinear complementarity problem by a smoothing global inexact Newton algorithm
摘要
In this article we propose a new global smoothing inexact Newton-type algorithm to solve the nonlinear complementarity problem, using its reformulation as a differentiable nonlinear system of equations. Under certain assumptions, we show that the algorithm has convergence up to q-quadratic. We present numerical experiments that show the good performance of the algorithm against other algorithms of the same type.