Smoothing Methods for Nonlinear Complementarity Problems
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In this paper, we present some new smoothing techniques to solve general nonlinear complementarity problems. Under a weaker condition than monotonicity as on the original problems, we prove convergence of our methods. We also present an error estimate under a general monotonicity condition. Some numerical tests confirm the efficiency of the proposed methods.
KeywordsComplementarity problem Smoothing function Error estimate Trajectory
The authors would like to thank anonymous referees and editors for their kind and helpful remarks and comments. The first author is partially supported by the ANR (Agence Nationale de la Recherche) through HJnet project ANR-12-BS01-0008-01.
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