A derivative-free filter algorithm for nonlinear complementarity problem

Recently, so-called derivative-free methods have attracted much attention, which do not require computation of derivatives of function and are particularly suitable for problems which the derivatives are not available or are extremely expensive to compute. This paper presents a new derivative-free algorithm for nonlinear complementarity problem, which makes use of the efficiency of the filter technique. The algorithm is shown, under the monotonicity assumption, to globally converge to the solution of the nonlinear complementarity problem. The numerical results show the algorithm is feasible.