A new filter method for solving nonlinear complementarity problems (Q870225)

The authors study a general system of nonlinear complementarity problems. After the first two sections where the preliminary definitions and other useful background information are presented, the authors proceed to describe a novel filter algorithm to solve the nonlinear complementarity problem. The last part of the paper investigates in detail the convergence properties of the proposed algorithm. In particular, under certain conditions, local \(Q\)-super-linear and \(Q\)-quadratic convergence are established. The article concludes with an extensive list of relevant reference.