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With the idea of smoothing Newton method, we propose a new class of smoothing Newton methods for the nonlinear complementarity problem based on a class of special functions. In this paper, complementarity problem is converted into a series of smoothing nonlinear equations and a modified smoothing Newton algorithm is used to solve the equations. We use Newton direction and Gradient direction together in the algorithm which guarantees that our method is globally convergent. Also using another smoothing function, we reformulate the generalized nonlinear complementarity problems defined on a polyhedral cone as a system of smoothing equations and a smooth unconstrained optimization problem. Theoretical results that relate the stationary points of the merit function to the solution of the generalized nonlinear complementarity problems are presented, we use the modified smoothing Newton algorithm in generalized nonlinear complementarity problems, under mild hypothesis, a global convergence is proved.

本文一方面基于现有的各种光滑Newton法的思想和半光滑理论,利用著名的F-B互补函数的光滑形式,首先将互补问题的求解转化为求解一系列光滑的非线性方程组,然后给出了一种修正的光滑Newton法,该方法不仅放宽对函数F的要求,在Newton方程不可解时引入初始效益函数的最速下降方向,而且光滑因子的选择也比较简单可行,同时在适当的条件下,证明了其算法具有全局收敛性;另一方面,借助另一种F-B光滑函数,将多面体锥上的广义互补问题转化为一种光滑形式,讨论了优化问题的稳定点与广义非线性互补问题的解之间的理论关系,并将这种修正的光滑Newton法用于求解广义非线性互补问题中,在适当的条件下,该算法同样具有全局收敛性。

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