A tri-dimensional filter SQP algorithm for variational inequality problems (Q382458)
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scientific article; zbMATH DE number 6228836
| Language | Label | Description | Also known as |
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| English | A tri-dimensional filter SQP algorithm for variational inequality problems |
scientific article; zbMATH DE number 6228836 |
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A tri-dimensional filter SQP algorithm for variational inequality problems (English)
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19 November 2013
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The authors propose a tri-dimensional filter technique combined with the sequential quadratic programming (SQP) method to solve variational inequality (VI) problems. They show that this filter technique is cheaper than the classical methods like Newton's method for solving the VI problems. The method is globally convergent. Numerical results on some test problems show the efficiency of the method and its applicability to large scale problems.
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variational inequality problems
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filter technique
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sequential quadratic programming
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global convergence
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numerical results
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large scale problem
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