Convergence properties of a non-interior-point smoothing algorithm for the \(P*\)NCP (Q2468870)

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Convergence properties of a non-interior-point smoothing algorithm for the \(P*\)NCP
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    Convergence properties of a non-interior-point smoothing algorithm for the \(P*\)NCP (English)
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    11 February 2008
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    In this paper, a non-interior-point smoothing algorithm is applied to solve the \(P_*\) nonlinear complementarity problem (NCP). The algorithm is proved to be globally convergent under an assumption that the \(P_*\) NCP has a nonempty solution set. In particular, the solution obtained by the algorithm is shown to be a maximally complementary solution of the \(P_*\) NCP. The results we obtained strictly generalize the relative results appeared in the literature.
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    non-interior-point smoothing algorithm
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    nonlinear complementarity problem
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