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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Veröffentlicht in:Applied mathematics and computation Jg. 161; H. 3; S. 787 - 797
Hauptverfasser: Nie, Pu-yan, Fan, Jin-yan
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York, NY Elsevier Inc 2005
Elsevier
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ISSN:0096-3003, 1873-5649
Online-Zugang:Volltext
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