<p>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 <i>q</i>-quadratic. We present numerical experiments that show the good performance of the algorithm against other algorithms of the same type.</p>

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Solving the nonlinear complementarity problem by a smoothing global inexact Newton algorithm

  • C. Arias,
  • W. Sánchez,
  • R. Pérez

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.