An NE/SQP method for the bounded nonlinear complementarity problem | Zendy

Steven A. Gabriel | Zendy

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An NE/SQP method for the bounded nonlinear complementarity problem

Author(s) -

Steven A. Gabriel

Publication year - 1995

Publication title -

osti oai (u.s. department of energy office of scientific and technical information)

Language(s) - English

Resource type - Reports

DOI - 10.2172/505385

Subject(s) - sequential quadratic programming , nonlinear complementarity problem , complementarity (molecular biology) , mixed complementarity problem , bounded function , mathematical optimization , mathematics , complementarity theory , nonlinear system , convergence (economics) , linear complementarity problem , rate of convergence , quadratic equation , nonlinear programming , quadratic programming , computer science , mathematical analysis , geometry , economics , key (lock) , physics , computer security , quantum mechanics , biology , genetics , economic growth

NE/SQP is a recent algorithm that has proven quite effective for solving the pure and mixed forms of the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is Q-quadratic. In this paper the author considers a generalized version of NE/SQP proposed by Pang and Qi, that is suitable for the bounded NCP. The author extends their work by demonstrating a stronger convergence result and then tests a proposed method on several numerical problems

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