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A Regularization Semismooth Newton Method for $P_0$-NCPs with a Non-Monotone Line Search
Authors:Li-Yong Lu  Wei-Zhe Gu &  Wei Wang
Abstract:In this paper, we propose a regularized version of the generalizedNCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009),pp. 69-82]. Based onthis regularized function, we propose a semismooth Newton method forsolving nonlinear complementarity problems, where a non-monotoneline search scheme is used. In particular, we show that the proposednon-monotone method is globally and locally superlinearly convergent under suitable assumptions. We test theproposed method by solving the test problems from MCPLIB. Numerical experiments indicate that this algorithm has betternumerical performance in the case of $p=5$ and $thetain[0.25,075]$ than other cases.
Keywords:Nonlinear complementarity problem   non-monotone line search   semismooth Newton method   global convergence   local superlinear convergence.
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