%A O. L. Mangasarian
%A M. V. Solodov
%T A Linearly Convergent Descent Method for Strongly Monotone Complementarity Problems
%D October 1996
%R 96-07
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X We consider a derivative-free descent algorithm for solving
strongly monotone nonlinear complementarity problems. The algorithm is
based on the implicit Lagrangian reformulation
\cite{olmvs:ncp}, and makes use of the descent direction proposed in
\cite{yf:95} with an Armijo-type linesearch.
We show that the iterates generated by the method converge at a linear rate
to the solution of the problem.