A NON-INTERIOR CONTINUATION METHOD FOR SOLVING P0 FUNCTION NONLINEAR COMPLEMENTARITY PROBLEMS
一个求解P0函数非线性互补问题的非内部连续化算法

Based on the smooth function given in 5], we propose in this paper a non-interior continuation algorithm for solving PO function nonlinear complementarity problems, which possesses a few attracting features. We prove that the algorithm is either globally linearly convergent or globally and locally superlinearly convergent under mild conditions. We also give the numerical results of the algorithm for solving two standard test problems.