Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem (Q619752)

The generalized nonlinear complementarity problem (GNCP) is reformulated as a system of nonlinear equations. A smoothing Broyden-like algorithm based on the smoothing Fischer-Burmeister function is introduced to solve the GNCP over a polyhedral cone. The algorithm solves one system of nonhomogeneous linear equations, performs one line search and updates one matrix per iteration. The global convergence of the proposed algorithm is proved under suitable condition, and the local superlinear/quadratic convergence is established under certain assumptions. Some numerical examples are presented to illustrate the efficiency of the algorithm.