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A smoothing Gauss-Newton method for the generalized HLCP. (English) Zbl 0985.65070
The authors present a smoothing Gauss-Newton method for solving the generalized horizontal linear complementarity problem (HLCP) and prove that the method is both globally and locally convergent under reasonable assumptions. As a consequence, a sufficient condition for the existence and boundedness of the solutions to the problem is obtained.

MSC:
65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C55 Methods of successive quadratic programming type
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