A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs

We consider a regularization method for nonlinear complementarity problems with F being a P0-function which replaces the original problem with a sequence of the regularized complementarity problems. In this paper, this sequence of regularized complementarity problems are solved approximately by applying the generalized Newton method for an equivalent augmented system of equations, constructed by the generalized Fischer-Burmeister NCP-functions φp with p > 1. We test the performance of the regularization semismooth Newton method based on the family of NCP-functions through solving all test problems from MCPLIB. Numerical experiments indicate that the method associated with a smaller p, for example p ∈ [1.1, 2], usually has better numerical performance, and the generalized Fischer-Burmeister functions φp with p ∈ [1.1, 2) can be used as the substitutions for the Fischer-Burmeister function φ2.