Lagrangian globalization methods for nonlinear complementarity problems

Authors:
X. Chen;L. Qi;Y. F. Yang
Affiliations:
Associate Professor, Department of Mathematics and Computer Science, Shimane University, Matsue, Japan.;Department of Applied Mathematics, Hong KOng Polytechnic University, Hong Kong.;Institute of Applied Mathematics, Human University, Changsha, China.
Venue:
Journal of Optimization Theory and Applications
Year:
2002

Citing 7
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Abstract

This paper extends the Lagrangian globalization (LG) method to the nonsmooth equation Φ(x) = 0 arising from a nonlinear complementarity problem (NCP) and presents a descent algorithm for the LG phase. The aim of this paper is not to present a new method for solving the NCP, but to find x such that ||Φ(x)||