Journal
MATHEMATICAL PROGRAMMING
Volume 88, Issue 1, Pages 211-216Publisher
SPRINGER VERLAG
DOI: 10.1007/PL00011375
Keywords
nonlinear complementarity problem; Newton's method; semismoothness
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We introduce a new NCP-function in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. This new NCP-function turns out to have stronger theoretical properties than the widely used Fischer-Burmeister function and other NCP-functions suggested previously. Moreover, numerical experience indicates that a semismooth Newton method based on this new NCP-function performs considerably better than the corresponding method based on the Fischer-Burmeister function.
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