Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4635276 | Applied Mathematics and Computation | 2007 | 16 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jun Long, Changfeng Ma,