Title :
A Filter-SSLE Algorithm for Solving Nonlinear Complementarity Problems
Author_Institution :
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
Abstract :
In this paper, we aim to solve nonlinear complementarity problems(NCP), NCP can be reformulated as a nonlinear programming. A search direction is obtained by linearization of the feasible set at a trial point, by making use of this method, a new filter-SSLE Algorithm is presented. It only needs to solve two linear equations at each iteration, fewer computations are required. Global convergence results of the proposed algorithm are established under some suitable conditions.
Keywords :
iterative methods; nonlinear programming; NCP; filter-SSLE algorithm; linear equations; nonlinear complementarity problems; nonlinear programming; search direction; Convergence; Educational institutions; Equations; Mathematical model; Optimization; Programming; Filter methods; SSLE algorithm; Nonlinear complementarity problems; Nonlinear programming; Global convergence.;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4778-2
DOI :
10.1109/BIFE.2013.152
