Abstract: To solve nonlinear complementarity problem, a new smoothing quasi-newton algorithm based on the smoothing symmetric perturbed Fischer-Burmeister function is put forward. The algorithm makes use of the derivative-free line search rule. Numerical results indicate this algorithm is efficient.

Key words: nonlinear complementarity problem, quasi-newton algorithm, smoothing approximation

摘要： 为求解非线性互补问题，给出了一种新的基于光滑对称扰动Fischer-Burmeister函数的光滑化拟牛顿算法。该算法利用了无导数线搜索。数值实验表明，算法是有效的。

关键词: 非线性互补问题, 拟牛顿算法, 光滑逼近