Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 85-94.
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WANG Hua
Online:
Published:
Abstract: The nonlinear complementarity problem can be reformulated as a nonlinear programming. This paper proposes a feasible SQP method with nonmonotone line search, and obtains a feasible descent direction by full use of the K-T point pair of a QP subproblem without other additional cost. A high-order direction is computed to overcome the Maratos effect. Instead of filter method, a nonmonotone line search is used to obtain the step length. Under some suitable conditions, not including the strict complementary condition, the global convergence of the algorithm is obtained. Some numerical results are also reported in this paper.
Key words: constrained , optimization, sequential quardratic, programming, active set, nonmonotone technique, global convergence
CLC Number:
中图分类号: O221 
 
数学分类号: 90C30
65K10
WANG Hua. A Nonmonotone Feasible SQP Method for Nonlinear Complementarity Problem[J]. Operations Research Transactions, 2011, 15(2): 85-94.
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