کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4635276 1340709 2007 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A filter method for solving nonlinear complementarity problems based on derivative-free line search
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A filter method for solving nonlinear complementarity problems based on derivative-free line search
چکیده انگلیسی

In this work, we first translate the nonlinear complementarity problem (denoted by NCP(F)) into Newton equation with disturbance. When Jacobian of the NCP function is not invertible, we use the Broyden-like formulae to update it. Taking advantage of the virtue of filter technique, we propose a filter method for the nonlinear complementarity problem with derivative-free line search. The proposed algorithm is proved to be globally convergent under mild assumptions. Furthermore, we get superlinear convergence of the method under the proper conditions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 190, Issue 1, 1 July 2007, Pages 271–286
نویسندگان
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