Geodesic
A new non-interior continuation method for $P_0$-NCP based on a SSPM-function
Applications of Mathematics, Tome 56 (2011) no. 4, pp. 389-403

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In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with $P_0$-function ($P_0$-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.
DOI : 10.1007/s10492-011-0022-3
Classification : 65K05, 65K15, 90C25, 90C30, 90C33, 90C48
Keywords: non-interior continuation method; nonlinear complementarity; $P_0$-function; coercivity; quadratic convergence 
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     title = {A new non-interior continuation method for $P_0${-NCP} based on a {SSPM-function}},
     journal = {Applications of Mathematics},
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Fang, Liang. A new non-interior continuation method for $P_0$-NCP based on a SSPM-function. Applications of Mathematics, Tome 56 (2011) no. 4, pp. 389-403. doi: 10.1007/s10492-011-0022-3

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