DERIVATIVE-FREE CONJUGATE GRADIENT TYPE METHODS FOR SYMMETRIC COMPLEMENTARITY PROBLEMS

In this paper, we are concerned with the derivative-free method for solving symmetric nonlinear complementarity problems. We first transfer the problem into an equivalent nonsmooth equation. We then extend two recently developed modified PRP conjugate gradient methods to solve this nonsmooth equation. The methods are derivative-free and norm descent. Under mild conditions, we show that both methods are globally convergent. We also report preliminary numerical experiments to show the efficiency of the methods.