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A SQP METHOD FOR GENERAL NONLINEAR COMPLEMENTARITY PROBLEMS |
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| Authors: | Xiu Naihua.Dept.of Appl.Math. Northern Jiaotong Univ. Beijing . Email:nhxiu@center.njtu.edu.cn |
| Affiliation: | Xiu Naihua.Dept.of Appl.Math.,Northern Jiaotong Univ.,Beijing 100044. Email:nhxiu@center.njtu.edu.cn |
| Abstract: | In this paper,the nonlinear complementarity problem is transformed into the least squares problem with nonnegative constraints,and a SQP algorithm for this reformulation based on a damped Gauss Newton type method is presented.It is shown that the algorithm is globally and locally superlinearly (quadratically) convergent without the assumption of monotonicity. |
| Keywords: | Nonlinear complementarity problem SQP method superlinear convergence quadratic convergence. |
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