## A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems.(English)Zbl 0871.90096

Summary: A new algorithm for the solution of large-scale nonlinear complementarity problems is introduced. The algorithm is based on a nonsmooth equation reformulation of the complementarity problem and on an inexact Levenberg-Marquardt-type algorithm for its solution. Under mild assumptions, and requiring only the approximate solution of a linear system at each iteration, the algorithm is shown to be both globally and superlinearly convergent, even on degenerate problems. Numerical results for problems with up to $$10 000$$ variables are presented.

### MSC:

 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) 65K05 Numerical mathematical programming methods 90C06 Large-scale problems in mathematical programming

MCPLIB; GQTPAR
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### References:

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