A smoothing conic trust region filter method for the nonlinear complementarity problem (Q1023330): Difference between revisions
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Revision as of 21:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smoothing conic trust region filter method for the nonlinear complementarity problem |
scientific article |
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A smoothing conic trust region filter method for the nonlinear complementarity problem (English)
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11 June 2009
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In this paper, a new conic trust region filter method is proposed to solve the nonlinear complementarity problem by combining the advantage of a trust region based on the conic model and filter method. The author shows that every accumulation point of the sequence generated by the algorithm is a solution of the nonlinear complementarity problem. The global convergence is proved. Under a nonsingularity condition, the superlinear convergence of the algorithm is established in the absence of strict complementarity.
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nonlinear complementarity problem
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trust region method
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conic model
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filter method
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global convergence
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algorithm
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superlinear convergence
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