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Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP. (English) Zbl 1124.90037
Summary: We propose a one-step smoothing Newton method for solving the non-linear complementarity problem with \(P_0\)-function (\(P_0\)-NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPF-function). The proposed algorithm has to solve only one linear system of equations and performs only one line search per iteration. Without requiring any strict complementarity assumption at the \(P_0\)-NCP solution, we show that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. Compared to the previous literatures, our algorithm has stronger convergence results under weaker conditions.

90C30 Nonlinear programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65H10 Numerical computation of solutions to systems of equations
Full Text: DOI
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