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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.

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
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