Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones

Abstract

In this paper we consider the nonlinear complementarity problem over circular cones (CCNCP) which contains a lot of circular cone optimization problems. We study a one-parametric class of smoothing functions which can be used to reformulate the CCNCP as a system of smooth nonlinear equations. Based on the equivalent reformulation, we propose a smoothing inexact Newton method to solve the CCNCP. In each iteration, the proposed method solves the nonlinear equations only approximately. Since the inexact direction is not necessarily descent, a new derivative-free nonmonotone line search is developed to ensure that the proposed method has global and local superlinear and quadratical convergence. Some numerical results are also reported.