An NE/SQP method for the bounded nonlinear complementarity problem

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Description

NE/SQP is a recent algorithm that has proven quite effective for solving the pure and mixed forms of the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is Q-quadratic. In this paper the author considers a generalized version of NE/SQP proposed by Pang and Qi, that is suitable for the bounded NCP. The author extends their work by demonstrating a stronger convergence result and then tests a proposed method on several numerical problems.

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18 p.

Creation Information

Gabriel, S.A. May 30, 1995.

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This report is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this report can be viewed below.

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  • Gabriel, S.A. Argonne National Lab., IL (United States). Mathematics and Computer Science Div.

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Description

NE/SQP is a recent algorithm that has proven quite effective for solving the pure and mixed forms of the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is Q-quadratic. In this paper the author considers a generalized version of NE/SQP proposed by Pang and Qi, that is suitable for the bounded NCP. The author extends their work by demonstrating a stronger convergence result and then tests a proposed method on several numerical problems.

Physical Description

18 p.

Notes

OSTI as DE97007854

Source

  • Other Information: PBD: 30 May 1995

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  • Other: DE97007854
  • Report No.: MCS-P--508-0495
  • Grant Number: W-31109-ENG-38
  • DOI: 10.2172/505385 | External Link
  • Office of Scientific & Technical Information Report Number: 505385
  • Archival Resource Key: ark:/67531/metadc699225

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Creation Date

  • May 30, 1995

Added to The UNT Digital Library

  • Aug. 14, 2015, 8:43 a.m.

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  • Dec. 15, 2015, 12:16 p.m.

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Gabriel, S.A. An NE/SQP method for the bounded nonlinear complementarity problem, report, May 30, 1995; Illinois. (digital.library.unt.edu/ark:/67531/metadc699225/: accessed August 22, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.