A filter method for solving nonlinear complementarity problems

Applied Mathematics and Computation

Volumn 167, Issue 1, 2005, Pages 677-694

  Nie, Pu Yan ^a  

^a JINAN UNIVERSITY   (China)

Author keywords

Filter methods; Global convergence; Nonlinear complementarity problems; Nonlinear programming

Indexed keywords

ITERATIVE METHODS; NONLINEAR PROGRAMMING;

FILTER METHOD; GLOBAL CONVERGENCE; NONLINEAR COMPLIMENTARITY PROBLEM;

PROBLEM SOLVING;

EID: 24944461150     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.06.125     Document Type: Article

References (19)

1. C. Audet, and J.E. Dennis Jr. Combining patter search and filter algorithms for derivative free optimization SIAM Journal on Optimization 14 2004 980 1010
2. C.M. Chin, and R. Fletcher On the global convergence of an SLP-filter algorithm that takes EQP steps Mathematical Programming 96 2003 161 177
3. R.W. Cottle, J.S. Pang, and R.E. Stone The Linear Complementarity Problem 1992 Academic Press New York, NY
4. A. Fischer Solution of monotone complementarity problems with locally Lipschitzian functions Mathematical Programming 76 1997 513 532
5. R. Fletcher, and S. Leyffer Nonlinear programming without a penalty function Mathematical Programming 91 2002 239 269
6. R. Fletcher, N.I.M. Gould, and S. Leyffer Global convergence of a trust-region SQP-filter algorithm for general nonlinear SIAM Journal on Optimization 13 2003 635 659
7. R. Fletcher, S. Leyffer, and P.L. Toint On the global convergence of a filter SQP algorithm SIAM Journal on Optimization 13 2002 44 59
8. R. Fletcher, S. Leyffer, A bundle filter method for nonsmooth nonlinear optimization, Tech. Report NA/195, Department of Mathematics, University of Dundee, 1999.
9. C. Geiger, and C. Kanzow On the solution of monotone complementarity problems Computational Optimization and Application 5 1996 155 173
10. H.Y. Jiang, and L.Q. Qi A new nonsmooth equations approach to nonlinear complementarity problems SIAM Journal on Control and Optimization 35 1997 178 193
11. C. Kanzow Some equation-based methods for the nonlinear complementarity problem Optimization Methods Software 3 1994 327 340
12. J.J. Moré Global methods for nonlinear complementarity problems Mathematics of Operations Research 21 1996 589 614
13. P.Y. Nie Composite-step like filter methods for equality constraint problems Journal of Computational Mathematics 21 2003 613 624
14. P.Y. Nie A null space method for system of nonlinear equations Applied Mathematics and Computation 149 2004 215 226
15. J.S. Pang, and S.A. Gabriel NE/SQP: A robust algorithm for nonlinear complementarity problem Mathematical Programming 60 1993 295 337
16. J.S. Pang A B-differentiable equations based, globally and locally quadratically convergent algorithm for nonlinear programming, complementarity, and variational inequality problems Mathematical Programming 51 1991 101 131
17. M. Ulbrich, S. Ulbrich, and L.N. Vicente A globally convergent primal-dual interior-point filter method for nonconvex nonlinear programming Mathematical Programming 100 2004 379 410
18. S. Ulbrich On the superlinear local convergence of a filter-SQP methods Mathematical Programming 100 2004 217 245
19. Y.X. Yuan On the convergence of a new trust region algorithm Numerische Mathematik 70 1995 515 539