A derivative-free filter method for solving nonlinear complementarity problems

In this work, nonlinear complementarity problems (NCPs) are considered. Some NCPs, which come from practice, have no derivatives or it is very difficult to obtain their derivatives. Derivative-free methods are hence considered. Generalized pattern search (GPS) method, as a kind of derivative-free me...

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Bibliographic Details
Published in:	Applied mathematics and computation Vol. 161; no. 3; pp. 787 - 797
Main Authors:	Nie, Pu-yan, Fan, Jin-yan
Format:	Journal Article
Language:	English
Published:	New York, NY Elsevier Inc 2005 Elsevier
Subjects:	Applied sciences Artificial intelligence Calculus of variations and optimal control Computer science; control theory; systems Exact sciences and technology Filter methods Generalized pattern search methods Global convergence Mathematical analysis Mathematical programming Mathematics Nonlinear complementarity problem Nonlinear programming Operational research and scientific management Operational research. Management science Pattern recognition. Digital image processing. Computational geometry Sciences and techniques of general use Filter methods Global convergence Nonlinear complementarity problem Nonlinear programming Generalized pattern search methods Reduction method Sufficient condition Applied mathematics Complementarity problem Nonlinear problems Non linear programming Pattern recognition Convergence Filter method
ISSN:	0096-3003, 1873-5649
Online Access:	Get full text
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