A filter method for solving nonlinear complementarity problems

DOI10.1016/j.amc.2004.06.125zbMath1082.65062OpenAlexW2102223648WikidataQ57806904 ScholiaQ57806904MaRDI QIDQ2570745

Puyan Nie

Publication date: 28 October 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.06.125

zbMATH Keywords

global convergencenumerical resultsnonlinear programmingtrust region methodnonlinear complementarity problemssuccessive quadratic programmingfilter methodsmulti-objective problemspattern search methodcomposite-like methodsinterior point strategy

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

Related Items (19)

A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities ⋮ A filter method for solving nonlinear complementarity problems based on derivative-free line search ⋮ Sequential penalty quadratic programming filter methods for nonlinear programming ⋮ A new filter method for solving nonlinear complementarity problems ⋮ A restoration-free filter SQP algorithm for equality constrained optimization ⋮ A tri-dimensional filter SQP algorithm for variational inequality problems ⋮ High effective finite element algorithm for elliptic partial differential equation ⋮ On convergence of a smoothing Broyden-like method for \(P_0\)-NCP ⋮ A projection-filter method for solving nonlinear complementarity problems ⋮ A modified SQP-filter method for nonlinear complementarity problem ⋮ A kind of nonmonotone filter method for nonlinear complementarity problem ⋮ A new modified one-step smoothing Newton method for solving the general mixed complementarity problem ⋮ Nonmonotone filter DQMM method for the system of nonlinear equations ⋮ A new SQP approach for nonlinear complementarity problems ⋮ Global convergence of a tri-dimensional filter SQP algorithm based on the line search method ⋮ A penalty-function-free line search SQP method for nonlinear programming ⋮ Some results on the filter method for nonlinear complementary problems ⋮ Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems ⋮ A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming

Uses Software

• ipfilter

Cites Work

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• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• A null space method for solving system of equations.
• On the resolution of monotone complementarity problems
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the superlinear local convergence of a filter-SQP method
• On the convergence of a new trust region algorithm
• A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• Global Methods for Nonlinear Complementarity Problems
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Nonlinear programming without a penalty function.

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