A Smoothing Newton Method for NCP Based on a New Class of Smoothing Functions

A new class of smoothing functions is introduced in this paper, which includes some important smoothing complementarity functions as its special cases. Based on this new smoothing function, we proposed a smoothing Newton method. Our algorithm needs only to solve one linear system of equations. Without requiring the nonemptyness and boundedness of the solution set, the proposed algorithm is proved to be globally convergent. Numerical results indicate that the smoothing Newton method based on the new proposed class of smoothing functions with θ∈(0,1) seems to have better numerical performance than those based on some other important smoothing functions, which also demonstrate that our algorithm is promising.