A Smoothing Newton Method with a Mixed Line Search for Monotone Weighted Complementarity Problems

Abstract EN

In this paper, we present a smoothing Newton method for solving the monotone weighted complementarity problem (WCP).

In each iteration of our method, the iterative direction is achieved by solving a system of linear equations and the iterative step length is achieved by adopting a line search.

A feature of the line search criteria used in this paper is that monotone and nonmonotone line search are mixed used.

The proposed method is new even when the WCP reduces to the standard complementarity problem.

Particularly, the proposed method is proved to possess the global convergence under a weak assumption.

The preliminary experimental results show the effectiveness and robustness of the proposed method for solving the concerned WCP.