Iterative method with modification of the right-hand side vector for nonlinear complementarity problems

Abstract

Nonlinear complementarity problems (NCPs) are often solved by iterative methods based on a generalization of the classical Newton method and its modifications for smooth equations. We consider a method with modification of the right-hand side vector for a reformulation of the semi-smooth equation arising from NCPs and prove local convergence of the proposed method. Some numerical results are presented.

Keywords:

• Nonlinear complementarity problems
• Semi-smooth systems
• Modified Newton method