Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4634469 | Applied Mathematics and Computation | 2008 | 13 Pages |
The nonlinear complementarity problem (denoted by NCP(F)) has attracted much attention due to its various applications in economics, engineering and management science. In this paper, we propose a smoothing Broyden-like method for solving nonlinear complementarity problem. The algorithm considered here is based on the smooth approximation Fischer–Burmeister function and makes use of the derivative-free line search rule of Li in [D.H. Li, M. Fukushima, A derivative-free line search and global convergence of Broyden-like method for nonlinear equations, Optim. Meth. Software 13(3) (2000) 181–201]. We show that, under suitable conditions, the iterates generated by the proposed method converge to a solution of the nonlinear complementarity problem globally and superlinearly.