On convergence of a smoothing Broyden-like method for P0P0-NCP

A smoothing Broyden-like method is proposed for solving nonlinear complementarity problem in this paper. The algorithm considered here is based on 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.