A NEW CLASS OF SEMISMOOTH NEWTON-TYPE METHODS FOR NONLINEAR COMPLEMENTARITY-PROBLEMS

We introduce a new, one-parametric class of NCP-functions. This class subsumes the Fischer function and reduces to the minimum function in a limiting case of the parameter. This new class of NCP-functions is us ed in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. We present a detailed investigation of the properties of the equation operator, of the corresponding merit fu nction as well as of a suitable semismooth Newton-type method. Finally , numerical results are presented for this method being applied to a n umber of test problems.