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A new class of semismooth Newton-type methods for nonlinear complementarity problems. (English) Zbl 0913.90250
Summary: We introduce a new, one-parametric class of NCP-functions. This class subsumes the Fischer function and reduces to the minimum function in a limiting case of the parameter. This new class of NCP-functions is used in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. We present a detailed investigation of the properties of the equation operator, of the corresponding merit function as well as of a suitable semismooth Newton-type method. Finally, numerical results are presented for this method being applied to a number of test problems.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Software:
PATH Solver
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