A smoothing conic trust region filter method for the nonlinear complementarity problem

作者：Zhou Ying^*

来源：Journal of Computational and Applied Mathematics, 2009, 229(1): 248-263.

DOI：10.1016/j.cam.2008.10.057

• Nonlinear complementarity problem
• Trust region method
• Conic model
• Filter

This paper discusses nonlinear complementarity problems; its goal is to present a globally and superlinearly convergent algorithm for the discussed problems. Filter methods are extensively studied to handle nonlinear complementarity problem. Because of good numerical results, filter techniques are attached. By means of a filter strategy, we present a new trust region method based on a conic model for nonlinear complementarity problems. Under a proper condition, the superlinear convergence of the algorithm is established without the strict complementarity condition.

• 出版日期2009-7-1
• 单位西安交通大学