%A Christian Kanzow
%A Heiko Pieper
%T Jacobian Smoothing Methods for General Nonlinear Complementarity Problems
%D October 1997
%R 97-08
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X
We present a new algorithm for the solution of general (not necessarily
monotone) complementarity problems. The algorithm is based on a reformulation
of the complementarity problem as a nonsmooth system of equations by using
the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and
apply a Jacobian smoothing method (which is a mixture between nonsmooth
Newton and smoothing methods) in order to solve this system. In contrast
to Chen, Qi and Sun, however, our method can be applied to general
complementarity problems. Extensive numerical results indicate that the
new algorithm works very well. In particular, it can solve all complementarity
problems from the MCPLIB and GAMS\-LIB libraries.