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A Modified Non-monotone Method for Generalized Nonlinear Complementarity Problem

Hongyan Ma Dan Yang Ke Su

In this paper, we use a piecewise NCP function to solve generalized nonlinear complementarity problem. By using a nonmonotone line search, we present a quasi-Newton-type algorithm. Under suitable conditions, the global convergence of the algorithm is proved. In the end, the numerical results are given.