Jacobian smoothing inexact Newton method for NCP with a special choice of forcing parameters

Abstract

The inexact Newton method with a special choice of forcing parameters is proposed for solving nonlinear complementarity problems. This method belongs to the class of Jacobian smoothing methods. Linear system is solved approximately in every iteration. The sequence of forcing terms controls the accuracy level of the approximate solution and influences the behaviour of the method. Globalization strategy is based on nonmonotone rule.