Generalized Newton Method for a Kind of Complementarity Problem

Abstract

A generalized Newton method for the solution of a kind of complementarity problem is given. The method is based on a nonsmooth equations reformulation of the problem by F-B function and on a generalized Newton method. The merit function used is a differentiable function. The global convergence and superlinear local convergence results are also given under suitable assumptions. Finally, some numerical results and discussions are presented.