A local Jacobian smoothing method for solving Nonlinear Complementarity Problems

Abstract

In this paper, we present a smoothing of a family of nonlinear complementarity functions and use its properties in combination with the smooth Jacobian strategy to present a new generalized Newton-type algorithm to solve a nonsmooth system of equations equivalent to the Nonlinear Complementarity Problem. In addition, we prove that the algorithm converges locally and q-quadratically, and analyze its numerical performance.

Keywords

• nonlinear complementarity problem; complementarity function; generalized newton method; q-quadratic convergence.