A modified SQP-filter method for nonlinear complementarity problem
| Autor: | Hui-ping Cai, Ke Su |
|---|---|
| Rok vydání: | 2009 |
| Předmět: |
Mathematical optimization
Applied Mathematics MathematicsofComputing_NUMERICALANALYSIS Linear complementarity problem Nonlinear programming Filter (video) Complementarity theory Modelling and Simulation Modeling and Simulation Nonlinear complementarity problem Quadratic programming Mixed complementarity problem Mathematics Sequential quadratic programming |
| Zdroj: | Applied Mathematical Modelling. 33:2890-2896 |
| ISSN: | 0307-904X |
| DOI: | 10.1016/j.apm.2008.10.019 |
| Popis: | The nonlinear complementarity problem can be reformulated as a nonlinear programming. For solving nonlinear programming, sequential quadratic programming (SQP) type method is very effective. Moreover, filter method, for its good numerical results, are extensively studied to handle nonlinear programming problems recently. In this paper, a modified quadratic subproblem is proposed. Based on it, we employ filter technique to tackle nonlinear complementarity problem. This method has no demand on initial point. The restoration phase, which is always used in traditional filter method, is not needed. Global convergence results of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper. |
| Databáze: | OpenAIRE |
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