Abstract
In this paper we propose a modified one-step smoothing Newton method for solving the P 0 linear complementarity problem ( P 0-LCP) based on Kanzow’s smoothing function. Our smoothing Newton method solves only one linear system of equations and performs only one line search at each iteration. It is proved that our proposed algorithm has global convergence and local quadratic convergence in absence of strict complementarity assumption at the P 0-LCP solution. Under weaker conditions, our convergence results are much stronger than many previous literatures.
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