Abstract A modulus-based nonmonotone line search method is proposed for nonlinear complementarity problem. The considered problem is first reformulated to a nonsmooth nonlinear system based on the modulus-based decomposition. Then a nonmonotone line search method using simulated annealing rule is generalized to solve the resulting system. The global convergence of the proposed method is established under some suitable assumptions. Preliminary numerical experiments show that, compared with some existing methods, the proposed method is feasible and effective.

中文翻译：

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非线性互补问题的一种基于模数的非单调线搜索方法

摘要 针对非线性互补问题，提出了一种基于模的非单调线搜索方法。所考虑的问题首先被重新表述为基于模数分解的非光滑非线性系统。然后推广使用模拟退火规则的非单调线搜索方法来求解所得系统。所提出方法的全局收敛性是在一些合适的假设下建立的。初步的数值实验表明，与现有的一些方法相比，所提出的方法是可行和有效的。