An inexact QP-based method for nonlinear complementarity problems

DOI10.1007/S002110050378MaRDI QIDQ1272819zbMATH OpenOpenAlexFDO

Authors Christian Kanzow

Publication date 16 June 1999

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050378

zbMATH Keywords

convergenceinexact solution of quadratic programming subproblemsnonlinear complementarity problemsnumerical results

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

A quadratic programming (QP)-based method for nonlinear complementarity problems is considered which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection are also reported.

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Cited in

(12)

• An inexact NE/SQP method for solving the nonlinear complementarity problem
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• On the global convergence of a Levenberg-Marquardt method for constrained nonlinear equations
• An improved LQP-based method for solving nonlinear complementarity problems
• An inexact augmented Lagrangian multiplier method for solving quadratic complementary problems: an adapted algorithmic framework combining specific resolution techniques
• A note on LQP method for nonlinear complimentarity problems
• A nonmonotone feasible SQP method for nonlinear complementarity problems
• A new LQP method for solving nonlinear complementarity problems
• Smoothing Levenberg-Marquardt method for general nonlinear complementarity problems under local error bound
• Monotonic complementarity problems
• A double nonmonotone quasi-Newton method for nonlinear complementarity problem based on piecewise NCP functions
• Numerical comparisons of two effective methods for mixed complementarity problems

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