Nonmonotone Inexact Newton Method for the Extended Linear Complementarity Problem

ABSTRACT

This paper presents a nonmonotone inexact Newton-type method for the extended linear complementarity problem (ELCP). We first reformulate the optimization system of the ELCP problem into a system of smoothed equations. Then we solve this system by a nonmonotone inexact Newton-type algorithm. The global convergence is obtained and numerical tests for some classes of ELCP include linear complementarity, horizontal linear complementarity, and generalized linear complementarity problems are also given to show the efficiency of the proposed algorithm.

KEYWORDS:

• Global convergence
• inexact Newton method
• nonmonotone line search
• smoothing method
• the extended linear complementarity

MATHEMATICS SUBJECT CLASSIFICATION:

• 65K05
• 90C30