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Regularization semismooth Newton method for p0-NCPs with non-monotone line search
Authors:WANG Ping  ZANG Yuwei  ZHANG Ying
Institution:1. School of Sciences, Tianjin University, Tianjin 300072, China
2. Tianjin University Beiyang Science and Technology Development Co. Ltd., Tianjin 300072, China
Abstract:Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P0-function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard assumptions.
Keywords:nonlinearity  complementarity  semismooth Newton method  Fischer-Burmeister function
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