AN NE SQP METHOD FOR THE BOUNDED NONLINEAR COMPLEMENTARITY-PROBLEM/

NE/SQP (Refs. 2-3) is a recent algorithm that has proven quite effecti ve for solving 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-quadra tic. In this note, we consider a generalized version of NE/SQP, as fir st described in Ref. 4, which is suitable for the bounded NCP. We exte nd the work in Ref. 4 by demonstrating a stronger convergence result a nd present numerical results on test problems.