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Continuation method for nonlinear complementarity problems via normal maps
Cataloged from PDF version of article.In a recent paper by Chen and Mangasarian (C. Chen, O.L. Mangasarian, A class of smoothing functions for
nonlinear and mixed complementarity problems, Computational Optimization and Applications 2 (1996), 97±138) a
class of parametric smoothing functions has been proposed to approximate the plus function present in many optimization
and complementarity related problems. This paper uses these smoothing functions to approximate the normal
map formulation of nonlinear complementarity problems (NCP). Properties of the smoothing function are investigated
based on the density functions that de®nes the smooth approximations. A continuation method is then proposed to
solve the NCPs arising from the approximations. Su cient conditions are provided to guarantee the boundedness of
the solution trajectory. Furthermore, the structure of the subproblems arising in the proposed continuation method
is analyzed for di erent choices of smoothing functions. Computational results of the continuation method are
reported. Ó 1999 Elsevier Science B.V. All rights reserved