An inexactQP-based method for nonlinear complementarity problems |
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Authors: | Christian Kanzow |
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Affiliation: | (1) Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146 Hamburg, Germany; e-mail: kanzow@math.uni-hamburg.de , DE |
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Abstract: | Summary. We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection are also reported. Received February 24, 1997 / Revised version received September 5, 1997 |
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Keywords: | Mathematics Subject Classification (1991):65K05 |
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