An NE/SQP method for the bounded nonlinear complementarity problem

被引：9

作者：

Gabriel, SA ^{[1
]}

机构：

[1] ICF Kaiser Int, Fairfax, VA 22031 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 97卷 / 02期

基金：

美国能源部;

关键词：

nonlinear complementarity problem; mathematical programming; sequential quadratic programming;

D O I：

10.1023/A:1022643104274

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];

摘要：

NE/SQP (Refs. 2-3) is a recent algorithm that has proven quite effective for solving 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 note, we consider a generalized version of NE/SQP, as first described in Ref. 4, which is suitable for the bounded NCP. We extend the work in Ref. 4 by demonstrating a stronger convergence result and present numerical results on test problems.

引用

页码：493 / 506

页数：14

共 12 条

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[2]

EQUILIBRIA ON A CONGESTED TRANSPORTATION NETWORK [J].