DocumentCode
693973
Title
A Filter-SSLE Algorithm for Solving Nonlinear Complementarity Problems
Author
Ke Su ; Hui An
Author_Institution
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
fYear
2013
fDate
14-16 Nov. 2013
Firstpage
619
Lastpage
622
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.;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location
Hangzhou
Print_ISBN
978-1-4799-4778-2
Type
conf
DOI
10.1109/BIFE.2013.152
Filename
6961213
Link To Document