Numerical comparisons of two effective methods for mixed complementarity problems

Recently there have two different effective methods proposed by Kanzow et al. in [19] and [21], respectively, which commonly use the Fischer-Burmeister (FB) function to recast the mixed complementarity problem (MCP) as a constrained minimization problem and a nonlinear system of equations, respectively. They all remark that their algorithms may be improved if the FB function is replaced by other NCP functions. Accordingly, in this paper, we employ the generalized Fischer-Burmeister (GFB) where the 2-norm in the FB function is relaxed to a general p-norm (p > 1) for the two methods Member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. The author’s work is partially supported by National Science Council of Taiwan. The author’s work is supported by National Young Natural Science Foundation (No. 10901058) and Guangdong Natural Science Foundation (No. 9251802902000001).