A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with Po-function
带有P0函数的非线性互补问题的一个新的非内点连续算法

In this paper, nonlinear complementarity problem with $P_0$-function is studied. Based on a new smoothing function,the problem is approximated by a family of parameterized smooth equations and a new non-interior-point continuation method is presented for solving it. At each iteration, the proposed algorithm only need to solve a system of linear equations and perform only one Armijo-type line search. The algorithm is proved to be globally as well as locally superlinearly convergent without strict complementarity. Moreover, the quadratic convergence rate can be achieved under mild conditions. Numerical experiments demonstrate the feasibility and efficiency of the new algorithm.