SMOOTHING POWER PENALTY METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

In this paper, we introduce a new penalty method for solving nonlinear complementarity problems, which unifies the existing l(1)-penalty method and the natural residual equation-based method. We establish the exponential convergence rate between a solution of the penalized equations and that of the complementarity problem under a uniform xi-P-function and study a perturbed b-regularity condition. Two kinds of numerical algorithms with global and fast local convergence are designed by virtue of the proposed penalty method. Preliminary numerical experiments conducted on test problems from MCPLIB show that the proposed method is efficient and robust.