A new path-following algorithm for nonlinear P_* complementarity problems

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A new path-following algorithm for nonlinear \(P *\) complementarity problems





The paper presents a path following method for nonlinear \(P_*\) complementarity problems. The central path is defined by Tikhonov regularization mehtod. Theoretical results of the path were studied in a previous paper by the same authors. This paper focuses on algorithmic issues. The algorithm is globally convergent for any \(P_*\) problem provided that its solution set is nonempty. Local superlinear convergence of this algorithm can also be achieved under certain conditions.



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