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A trust region-SQP-filter algorithm for solving nonlinear complementarity problem. (Chinese. English summary) Zbl 1340.90246

Summary: This paper constructs an auxiliary problem with feasible solutions, which is equivalent to the nonlinear complementarity problem. Through combining the trust region-SQP method and filter technology, a trust region-SQP-filter algorithm for solving NCP is proposed. Finally, we discuss the global convergence of the algorithm and the existence of solutions for NCP. The numerical results show that our algorithm is effective and convergent.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C30 Nonlinear programming