A modified SQP-filter method for nonlinear complementarity problem
نویسندگان
چکیده
منابع مشابه
An NE/SQP Method for the Bounded Nonlinear Complementarity Problem
NE/SQP is a recent algorithm tha t 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 i ts direction-finding subproblems are always solvable; in addition, the convergence rate of this method is Q-quadratic. In this paper we consider a generalized version of NE/SQP proposed by Pang and Qi, that is sui...
متن کاملA power penalty method for a nonlinear parabolic complementarity problem
In this paper we present a penalty method for solving a complementarity problem involving 2nd-order nonlinear parabolic differential operators. In this work we first rewrite the complementarity problem as a nonlinear variational inequality. Then, we define a nonlinear parabolic partial differential equation (PDE) approximating the variational inequality using a power penalty term with a penalty...
متن کاملA modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
vs. R formulation. It is well known that optimal control problems can be formulated as optimization problems in Banach spaces. Also SQP has its abstract version (see Hinze et al., 2009). Alternatively, one can use finite dimensional, in R, say, approximations of u(·), q(·) and the PDE from the beginning. In this paper we select the latter approach. Direct search vs. solving optimality condition...
متن کاملA New Interior Point Method for Nonlinear Complementarity Problem
In this paper, we present a new method of interior point to solve a class of the nonlinear problem of complementarity inspired from a study introduced by Censor et al. This method is regarded as reduction from the variational inequalities problem to a particular case. Under less restrictive constraints, we are able to generate a sequence of nonnegative elements and we establish the global conve...
متن کاملSmooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are refor-mulated using better-posed but nonsmooth constraints. We introduce a class offunctions, parameterized by a real scalar, to approximate these nonsmooth prob-lems by smooth nonlinear programs. This smoothing procedure has the extrabenefits that it often improves the prospect of feasibility and stability...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 2009
ISSN: 0307-904X
DOI: 10.1016/j.apm.2008.10.019