A new smoothing quasi-Newton method for nonlinear complementarity problems

摘要

The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing quasi-Newton method for the solution of the nonlinear complementarity problems by constructing a new smoothing approximation function. Global and local superlinear convergence results of the proposed algorithm are established under suitable conditions. Some numerical results are reported in the paper.