AN INEXACT QP-BASED METHOD FOR NONLINEAR COMPLEMENTARITY-PROBLEMS

Authors
KANZOW C
Citation
C. Kanzow, AN INEXACT QP-BASED METHOD FOR NONLINEAR COMPLEMENTARITY-PROBLEMS, Numerische Mathematik, 80(4), 1998, pp. 557-577
Citations number
44
Categorie Soggetti
Mathematics,Mathematics
Journal title
Numerische Mathematik → ACNP
ISSN journal
0029599X
Volume
80
Issue
4
Year of publication
1998
Pages
557 - 577
Database
ISI
SICI code
0029-599X(1998)80:4<557:AIQMFN>2.0.ZU;2-3
Abstract
We consider a quadratic programming-based method for nonlinear complem entarity problems which allows inexact solutions of the quadratic subp roblems. The main features of this method are that all iterates stay i n the feasible set and that the method has some strong global and loca l convergence properties. Numerical results for all complementarity pr oblems from the MCPLIB test problem collection are also reported. Math ematics Subject Classification (1991): 65K05.