Lagrangian Globalization Methods for Nonlinear Complementarity Problems
نویسندگان
چکیده
This paper extends the Lagrangian globalization (LG) method to the nonsmooth equation Φ(x) = 0 arising from nonlinear complementarity problems NCP and presents a descent algorithm for the LG phase. The aim of this paper is not to present a new method for solving NCP, but to find x̂ such that ‖Φ(x̂)‖ < ‖Φ(x̄)‖ when the NCP has a solution and x̄ is a stationary point but not a solution.
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