Extragradient-Filter Method for Solving Nonlinear Complementarity Problems

doi:10.3969/j.issn.1007-2985.2014.04.005

Abstract

Abstract: Combined with the Josephy-Newton method,a new globalization strategy without any merit function was established for nonlinear complementarity problem.The strategy presents an extragradient-filter algorithm based on extragradient step and filter technology.The extragradient step can reduce the distance with the optimal solution of the problem.So the resulting algorithm is globally convergent to a solution.Under natural assumptions,locally superlinear rate of convergence can be obtained.

Key words: nonlinear complementarity problem, filter technology, Josephy-Newton method, extragradient step, convergence

LONG Jun, ZENG San-Yun. Extragradient-Filter Method for Solving Nonlinear Complementarity Problems[J]. journal6, 2014, 35(4): 19-22.

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