A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen-Mangasarian Smoothing Functions

A non-interior continuation method is proposed for nonlinear complementarity problems. The method improves the non-interior continuation methods recently studied by Burke and Xu 1] and Xu 29]. Our deenition of neighborhood for the central path is simpler and more natural. In addition, our continuation method is based on a broader class of smooth functions introduced by Chen and Mangasarian 7]. The method is shown to be globally linearly and locally quadratically convergent under suitable assumptions.