A new non-interior continuation method for P-NCP based on a SSPM-function.

In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with P-function ( P-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. [ABSTRACT FROM AUTHOR]