SOLVING NONLINEAR COMPLEMENTARITY PROBLEM BY A SMOOTHING HOMOTOPY METHOD

Abstract

In this paper, a smoothing homotopy method for solving the nonlinear complementarity problem is considered. The homotopy equation is constructed based on Chen-Harker-Kanzow-Smale smooth function. Under certain mild nonmonotone condition, the global convergence result is obtained. Furthermore, the initial point can be chosen almost everywhere in $R^n$ but not just in $R^n_+$. The numerical experimental results show that the method is effective.