A nonmonotone inexact Broyden-like algorithm for nonlinear complementarity problems

Abstract

In this paper, by constructing a new smoothing complementary function, we reformulate the nonlinear complementarity problem as a nonlinear smooth system of equations. Combining non-monotonic line search techniques with an inexact Broyden-like algorithm, we establish a nonmonotone inexact Broyden-like algorithm. The global and local quadratic convergence of this method is proved under suitable conditions. Numerical experiments show that the algorithm is effective for solving nonlinear complementarity problems.

Keywords

Complementarity problem / global convergence / local quadratic convergence / Broyden-like algorithm

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