An inexact NE/SQP method for solving the nonlinear complementarity problem |
| |
Authors: | Steven A Gabriel Jong-Shi Pang |
| |
Institution: | (1) Department of Mathematical Sciences, The Johns Hopkins University, 21218 Baltimore, MD, USA |
| |
Abstract: | In this paper, we present an extension to the NE/SQP method; the latter is a robust algorithm that we proposed for solving the nonlinear complementarity problem in an earlier article. In this extended version of NE/SQP, instead of exactly solving the quadratic program subproblems, approximate solutions are generated via an inexact rule.Under a proper choice for this rule, this inexact method is shown to inherit the same convergence properties of the original NE/SQP method. In addition to developing the convergence theory for the inexact method, we also present numerical results of the algorithm tested on two problems of varying size. |
| |
Keywords: | Nonlinear complementarity problem nonsmooth equations sequential quadratic programming equilibrium programming matrix splitting linear complementarity problem |
本文献已被 SpringerLink 等数据库收录! |
|