Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems (Q779502)
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scientific article; zbMATH DE number 7219924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems |
scientific article; zbMATH DE number 7219924 |
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Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems (English)
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13 July 2020
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Summary: For solving nonlinear complementarity problems, a new algorithm is proposed by using multidimensional filter techniques and a trust-region method. The algorithm is shown to be globally convergent under the reasonable assumptions and does not depend on any extra restoration procedure. In particular, it shows that the subproblem is a convex quadratic programming problem, which is easier to be solved. The results of numerical experiments show its efficiency.
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