The modulus-based nonsmooth Newton’s method for solving linear complementarity problems

Abstract

As applying the nonsmooth Newton’s method to the equivalent reformulation of the linear complementarity problem, a modulus-based nonsmooth Newton’s method is established and its locally quadratical convergence conditions are presented. In the implementation, local one step convergence is discussed by properly choosing the initial vector and the generalized Jacobian, and a mixed algorithm is given for finding an initial vector. Numerical experiments show that the proposed methods are efficient and accelerate the convergence performance of the modulus-based matrix splitting iteration methods.