AUTHORS: Ruijuan Liu, Li Dong, Jingyong Tang
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ABSTRACT: In this paper we introduce a new smoothing function which has many nice properties. Based on this function, a smoothing Newton method is proposed to solve the nonlinear complementarity problem with P0-function (denoted by P0-NCP). Our method adopts a variant merit function. Moreover, we use a modified Newton equation to obtain the search direction. Under suitable assumptions, we show that the proposed method is globally and locally quadratically convergent. Some preliminary computational results are reported.
KEYWORDS: nonlinear complementarity problem, smoothing function, smoothing Newton method, global convergence, quadratic convergence
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