On smoothing methods for the P0 matrix linear complementarity problem

In this paper, we propose a Big-Gamma smoothing method for solving the P-0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P-0 matrix linear complementarity problem has a solution. The method has been tested on the P-0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.