A power penalty method for a bounded nonlinear complementarity problem

A 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...

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...

A box-constrained differentiable penalty method for nonlinear complementarity problems

A power penalty method for linear complementarity problems

In this paper we propose a power penalty approach to linear complementarity problems (LCP) in a finite dimensional space. This approach is based on approximating the LCP by a nonlinear equation with a power penalty term. We prove that the solution to this equation converges to that of the LCP at a rate equivalent to the reciprocal of the power used in the penalty term when the penalty parameter...

A Power Penalty Approach to a Horizontal Linear Complementarity Problem

A power penalty approach has been proposed to linear complementarity problem but not to Horizontal Linear Complementarity Problem (HLCP) because the coefficient matrix is not positive definite. It is skillfully proved that HLCP is equivalent to a variational inequality problem and a mixed linear complementarity problem for the first time. A power penalty approach is proposed to the mixed linear...