A modified non-monotone method with 3-1 piecewise NCP function for nonlinear complementary problem

Ke Su, Dan Yang
COMPUTER MODELLING & NEW TECHNOLOGIES 2017 21(1) 47-51

College of Mathematics and Information Science, University of Hebei, 071002, Baoding, China

In this paper, we proposed a modified nonmonotone method for nonlinear complementarity problem, different from the existed methods, we transform the original problem to a semi-smooth equation by using a piecewise NCP function, and combined with the nonmonotone line search. Only one nonlinear equations need to be solved per iteration so that the computational costs are reduced. Under some suitable assumptions, we give the convergence properties of the proposed method and the numerical results to show that our method is efficient.