An NE/SQP Method for the Bounded Nonlinear Complementarity Problem

S. A. Gabriel
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S. A. Gabriel: ICF Kaiser International

Journal of Optimization Theory and Applications, 1998, vol. 97, issue 2, No 12, 493-506

Abstract: Abstract NE/SQP (Refs. 2–3) is a recent algorithm that has proven quite effective for solving the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is q-quadratic. In this note, we consider a generalized version of NE/SQP, as first described in Ref. 4, which is suitable for the bounded NCP. We extend the work in Ref. 4 by demonstrating a stronger convergence result and present numerical results on test problems.

Keywords: Nonlinear complementarity problem; mathematical programming; sequential quadratic programming (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/A:1022643104274

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