A kind of QP-free feasible method (Q2519715)

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A kind of QP-free feasible method
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    A kind of QP-free feasible method (English)
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    27 January 2009
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    \textit{H. Qi} and \textit{L. Qi} [SIAM J. Optim. 11, No. 1, 113--132 (2000; Zbl 0999.90038)], proposed a QP-free feasible method based on the Fischer-Burmeister function for solving the nonlinear complementarity problem. The authors propose a kind of QP-free feasible method in solving the nonlinear complementarity problem. The global convergence of the proposed algorithm is established under weaker conditions than those of the Qi and Qi method, without assuming the linear independence of gradients of active constrained functions at the solution and the uniformly positive definiteness of the estimate of the Hessian of the Lagrange function associated with the nonlinear complementarity problem. Numerical results are reported to demonstrate the effectiveness of the proposed method.
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    constrained optimization
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    QP-free
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    linear independence
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    smoothing function
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    convergence
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