By using a smooth entropy function to approximate the non-smooth max-type function, a verticallinear complementarity problem (VLCP) can be treated as a family of parameterized smoothequations. A Newton-type method with a testing procedure is proposed to solve sucha system. We show that the...

A new smoothing approach based on entropic perturbationis proposed for solving mathematical programs withequilibrium constraints. Some of the desirableproperties of the smoothing function are shown. Theviability of the proposed approach is supported by acomputationalstudy on a set of well-known...