An NE / SQP Method for the Bounded
نویسنده
چکیده
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 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 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...
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