A derivative-free filter algorithm for nonlinear complementarity problem

DOI10.1016/J.AMC.2006.04.048zbMath1111.65054OpenAlexW1976388735MaRDI QIDQ861186

Yehui Peng, Zhen-Hai Liu

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2006.04.048

zbMATH Keywords

algorithmglobal convergencecomparison of methodsnumerical examplesnonlinear complementarity problemderivative-free methodfilter algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (8)

A new trust region filter algorithm ⋮ An improved filter method for nonlinear complementarity problem ⋮ A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization ⋮ A trust-region approach with novel filter adaptive radius for system of nonlinear equations ⋮ An ODE-Based Trust Region Filter Algorithm for Unconstrained Optimization ⋮ Filter-based DIRECT method for constrained global optimization ⋮ A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming ⋮ Simultaneous distributed-boundary optimal control problems driven by nonlinear complementarity systems

Cites Work

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• Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
• A derivative-free filter method for solving nonlinear complementarity problems
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A special newton-type optimization method
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

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