Abstract

A PRP-type smoothing conjugate gradient method for solving large scale nonlinear complementarity problems (NCP( F )) is proposed. At each iteration, two Armijo line searches are performed, which guarantees the positive property of the smoothing parameter and minimizes the merit function formed by Fischer-Burmeister function, respectively. Global convergence is studied when F: R n → R n is a continuously differentiable P 0+R 0 function. Numerical results show that the method is efficient.

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