A projection-filter method for solving nonlinear complementarity problems

DOI10.1016/J.AMC.2010.01.063MaRDI QIDQ961587zbMATH OpenOpenAlexFDO

Authors Jun Long, Sanyun Zeng

Publication date 31 March 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.01.063

zbMATH Keywords

cConvergencefilter methodJosephy-Newton methodnonlinear complementarity problemprojection step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

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Cites work

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Cited in

(8)

• A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems
• scientific article; zbMATH DE number 4031308 (Why is no real title available?)
• A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
• A regularized projection method for complementarity problems with non-Lipschitzian functions
• Nonmonotone filter DQMM method for the system of nonlinear equations
• Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems
• A new filter method for solving nonlinear complementarity problems
• A dwindling filter line search algorithm for nonlinear equality constrained optimization

Describes a project that uses

Uses Software

• filterSQP

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