A nonsmooth Newton method for solving the generalized complementarity problem (Q6181145)

Complementarity problems find numerous real applications in applied and industrial mathematics. In this paper, the authors study a generalized complementarity problem via a new non-smooth Newton-type algorithm for solving the problem based on its reformulation as a system of nonlinear equations with the aid of a one-parametric family of complementarity functions. They prove that their algorithm converges locally and quadratically. To support their convergence, they also present four numerical experiments.