Inexact Newton Algorithm to Solve Nonlinear Complementarity Problems

摘要

The paper describes a version of the inexact Newton algorithm to solve nonlinear complementarity problems (NCP). New classes of NCP are specified for which the inexact Newton method globally converges at the superlinear rate. Moreover, an inner step accuracy control technique is developed and applied to the inexact Newton method to optimize the total computational cost. Finally, two forms of implementation of the numerical procedure of the said algorithm are presented.