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This document summarizes a new algorithm for solving large-scale nonlinear complementarity problems. The algorithm reformulates the problem as a nonsmooth system of equations and solves it using an inexact Newton-type method. The algorithm requires only approximate solutions to linear systems at each iteration. Under mild assumptions, the algorithm is proven to converge globally and superlinearly, even for degenerate problems. Numerical results are presented for problems with up to 10,000 variables.
- Author
- Anonymous zDHwfez7NC
- Language
- EN