An NE/SQP method for the bounded nonlinear complementarity problem
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
NE/SQP is a recent algorithm that has proven quite effective for solving the pure and mixed forms of the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is Q-quadratic. In this paper the author considers a generalized version of NE/SQP proposed by Pang and Qi, that is suitable for the bounded NCP. The author extends their work by demonstrating a stronger convergence result and then tests a proposed method on several numerical problems.
- Research Organization:
- Argonne National Lab., IL (United States)
- Sponsoring Organization:
- USDOE Office of Energy Research, Washington, DC (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 505385
- Report Number(s):
- MCS-P--508-0495; ON: DE97007854
- Country of Publication:
- United States
- Language:
- English
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