Smoothing inexact Newton methods for NCP with various nonmonotone techniques

Abstract

Abstract Various iterative methods for solving nonlinear complementarity problems (NCP) are developed in recent years. In this paper we propose Jacobian smoothing inexact Newton methods for NCP with different nonmonotone strategies. The methods are based on semismooth equation reformulation of NCP by Fischer‐Burmeister function. Nonmonotone line‐search techniques are used for globalization procedure. Numerical performance of algorithms are compared. (© 2013 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)