A New Smoothing Conjugate Gradient Method for Solving Nonlinear Nonsmooth Complementarity Problems

Abstract

In this paper, by using the smoothing Fischer-Burmeister function, we present a new smoothing conjugate gradient method for solving the nonlinear nonsmooth complementarity problems. The line search which we used guarantees the descent of the method. Under suitable conditions, the new smoothing conjugate gradient method is proved globally convergent. Finally, preliminary numerical experiments show that the new method is efficient.

Keywords

• smoothing Fischer-Burmeister function
• conjugate gradient method
• nonlinear nonsmooth complementarity problems