On convergence of a smoothing Broyden-like method for P-0-NCP

摘要

A smoothing Broyden-like method is proposed for solving nonlinear complementarity problem in this paper. The algorithm considered here is based oil the smooth approximation Fischer-Burmeister function and makes use of the line search rule of Li and Fukushima [A derivative-free line search and global convergence of Broyden-like method for nonlinear equations, Optim. Methods Software 13(3) (2000) 181-201]. Under suitable conditions, the iterates generated by the proposed method converge to a solution of the nonlinear complementarity problem globally and superlinearly. (C) 2007 Elsevier Ltd. All rights reserved.