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A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search. (English) Zbl 1194.65080
By using a non-monotone line search, the authors propose a non-monotone smoothing-type algorithm for solving a nonlinear complementarity problem. The proposed algorithm is shown to be globally and locally superlinearly convergent under standard assumptions. Some numerical results are presented to show the effectiveness of the algorithm.

MSC:
65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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