An NE/SQP Method for the Bounded Nonlinear Complementarity Problem
نویسنده
چکیده
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 suitable for the bounded NCP. We extend their work by demonstrating a stronger convergence result and then test a proposed method on several numerical problems.
منابع مشابه
An NE / SQP Method for the Bounded
NE/SQP is a recent algorithm that has proven quite eeective for solving the pure and mixed forms of the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-nding 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 suitable...
متن کاملQPCOMP: A quadratic programming based solver for mixed complementarity problems
QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriell14], this algorithm represents a signiicant advance in robustness at no cost in eeciency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously diierentiable, pseudo-...
متن کاملThe Tra c Equilibrium Problem with Nonadditive Path CostsSteven
In this paper we present a version of the (static) traac equilibrium problem in which the cost incurred on a path is not simply the sum of the costs on the arcs that constitute that path. We motivate this nonadditive version of the problem by describing several situations in which the classical additiv-ity assumption fails. We also present an algorithm for solving nonadditive problems that is b...
متن کاملSolving the Nonadditive Traac Equilibrium Problem
In this paper we develop an algorithm for solving a version of the (static) traac equilibrium problem in which the cost incurred on each path is not simply the sum of the costs on the arcs that constitute that path. The method we describe is based on the recent NE/SQP algorithm , a fast and robust technique for solving nonlinear complementarity problems. Finally, we present an example that illu...
متن کاملA Positive Algorithm for the Nonlinear Complementarity Problem
In this paper, the authors describe and establish the convergence of a new iterative method for solving the (nonmonotone) nonlinear complementarity problem (NCP). The method utilizes ideas from two distinct approaches for solving this problem and combines them into one unified framework. One of these is the infeasible-interior-point approach that computes an approximate solution to the NCP by s...
متن کامل