A new SQP approach for nonlinear complementarity problems

DOI10.1080/00207160701798780MaRDI QIDQ5190727zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 27 July 2009

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160701798780

zbMATH Keywords

global convergencenonlinear complementarity problemsnonlinear programmingnumerical examplessequential quadratic programming methodsSQP methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

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Cites work

• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• A computationally efficient feasible sequential quadratic programming algorithm
• A Feasible Trust-Region Sequential Quadratic Programming Algorithm
• A filter method for solving nonlinear complementarity problems
• A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
• A new penalty method for nonlinear programming
• A new smoothing quasi-Newton method for nonlinear complementarity problems
• A smoothing Broyden-like method for the mixed complementarity problems
• An SQP approach with line search for a system of nonlinear equations
• Global Methods for Nonlinear Complementarity Problems
• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• On the convergence of a new trust region algorithm
• On the Global Convergence of a Filter--SQP Algorithm
• On the resolution of monotone complementarity problems
• Sequential penalty quadratic programming filter methods for nonlinear programming

Cited in

(8)

• An inexact NE/SQP method for solving the nonlinear complementarity problem
• An NE/SQP method for the bounded nonlinear complementarity problem
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• An SQP method for general nonlinear complementarity problems
• Some results on the filter method for nonlinear complementary problems
• A null space approach for solving nonlinear complementarity problems
• A nonmonotone feasible SQP method for nonlinear complementarity problems
• A new LQP method for solving nonlinear complementarity problems

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