Lq. Qi et Df. Sun, Improving the convergence of non-interior point algorithms for nonlinear complementarity problems, MATH COMPUT, 69(229), 2000, pp. 283-304
Recently, based upon the Chen-Harker-Kanzow-Smale smoothing function and th
e trajectory and the neighbourhood techniques, Hotta and Yoshise proposed a
noninterior point algorithm for solving the nonlinear complementarity prob
lem. Their algorithm is globally convergent under a relatively mild conditi
on. In this paper, we modify their algorithm and combine it with the superl
inear convergence theory for nonlinear equations. We provide a globally lin
early convergent result for a slightly updated version of the Hotta-Yoshise
algorithm and show that a further modified Hotta-Yoshise algorithm is glob
ally and superlinearly convergent, with a convergence Q-order 1 + t, under
suitable conditions, where t is an element of (0, 1) is an additional param
eter.