A non-interior continuation algorithm for the CP based on a generalized smoothing function (Q629488)

The complementarity problem (CP) can be reformulated as a system of parameterized smoothing equations. The non-interior continuation algorithm is one of the most effective methods for solving the complementarity problem in which two systems of linear equations and two or three line searches are performed in each iteration. In this paper, a non-interior continuation algorithm based on a proposed generalized smooth function is presented for solving the general complementarity problem. The proposed algorithm needs to solve at most one system of linear equations in each iteration. The algorithm is shown to be globally linear and locally quadratical convergent under suitable assumptions. Some numerical results are presented to illustrate the effectiveness of the algorithm.