Solving Complementarity Problems by Means of a New Smooth Constrained Nonlinear Solver
نویسنده
چکیده
Given F : IR n ! IR m and a closed and convex set, the problem of nding x 2 IR n such that x 2 and F (x) = 0 is considered. For solving this problem an algorithm of Inexact-Newton type is de-ned. Global and local convergence proofs are presented. As a practical application, the Horizontal Nonlinear Complementarity Problem is introduced. It is shown that the Inexact-Newton algorithm can be applied to this problem. Numerical experiments are performed and commented.
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