GLOBAL METHODS FOR NONLINEAR COMPLEMENTARITY-PROBLEMS

Global methods for nonlinear complementarity problems formulate the pr oblem as a system of nonsmooth nonlinear equations, or use continuatio n to trace a path defined by a smooth system of nonlinear equations. W e formulate the nonlinear complementarity problem as a bound-constrain ed nonlinear least squares problem. Algorithms based on this formulati on are applicable to general nonlinear complementarity problems, can b e started from any nonnegative starting point, and each iteration only requires the solution of systems of linear equations. Convergence to a solution of the nonlinear complementarity problem is guaranteed unde r reasonable regularity assumptions. The converge rate is e-linear, e- superlinear, or a-quadratic, depending on the tolerances used to solve the subproblems.