Globally convergent Jacobian smoothing inexact Newton methods for NCP (Q1029625)

By using the Fischer-Burmeister function, the authors introduce a modified Newton's method for computing the approximate solutions of nonlinear complementarity problems. This method is based on the semi-smooth equation reformulation of a nonlinear complementarity problem. In each iteration the corresponding linear system is solved only approximately. Since inexact directions are not necessarily descent, a non-motonone technique is used for a globalization procedure. The convergence results are analyzed and numerical experiments are presented.