NE/SQP method for the bounded nonlinear complementarity problem

摘要

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.