Abstract
In this paper, we present an extension to the NE/SQP method; the latter is a robust algorithm that we proposed for solving the nonlinear complementarity problem in an earlier article. In this extended version of NE/SQP, instead of exactly solving the quadratic program subproblems, approximate solutions are generated via an inexact rule.Under a proper choice for this rule, this inexact method is shown to inherit the same convergence properties of the original NE/SQP method. In addition to developing the convergence theory for the inexact method, we also present numerical results of the algorithm tested on two problems of varying size.
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Gabriel, S.A., Pang, JS. An inexact NE/SQP method for solving the nonlinear complementarity problem. Comput Optim Applic 1, 67–91 (1992). https://doi.org/10.1007/BF00247654
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DOI: https://doi.org/10.1007/BF00247654