Mathematical Programming: Series A and B
Some Noninterior Continuation Methods for LinearComplementarity Problems
SIAM Journal on Matrix Analysis and Applications
Solution of monotone complementarity problems with locally Lipschitzian functions
Mathematical Programming: Series A and B - Special issue on computational nonsmooth optimization
A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
SIAM Journal on Optimization
SIAM Journal on Optimization
Optimality Conditions for Trust-Region Subproblems Involving a Conic Model
SIAM Journal on Optimization
A norm descent BFGS method for solving KKT systems of symmetric variational inequality problems
Optimization Methods & Software
Smoothing Newton method for NCP with the identification of degenerate indices
Journal of Computational and Applied Mathematics
Hi-index | 7.29 |
This paper discusses nonlinear complementarity problems; its goal is to present a globally and superlinearly convergent algorithm for the discussed problems. Filter methods are extensively studied to handle nonlinear complementarity problem. Because of good numerical results, filter techniques are attached. By means of a filter strategy, we present a new trust region method based on a conic model for nonlinear complementarity problems. Under a proper condition, the superlinear convergence of the algorithm is established without the strict complementarity condition.