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A SQP method for general nonlinear complementarity problems

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Abstract

In this paper, the nonlinear complementarity problem is transformed into the least squares problem with nonnegative constraints, and a SQP algorithm for this reformulation based on a damped Gauss-Newton type method is presented. It is shown that the algorithm is globally and locally superlinearly (quadratically) convergent without the assumption of monotonicity.

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Authors and Affiliations

  1. Dept. of Appl. Math., Northern Jiaotong Univ., 100044, Beijing

    xiu Naihua

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  1. xiu Naihua
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Supported by the National Natural Science Foundation of China (19971002).

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Naihua, x. A SQP method for general nonlinear complementarity problems. Appl. Math. Chin. Univ. 15, 433–442 (2000). https://doi.org/10.1007/s11766-000-0041-4

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  • DOI: https://doi.org/10.1007/s11766-000-0041-4

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