求解非线性互补问题的无导数filter方法

A Filter-Interior-Point Algorithm for Solving Nonlinear Complementarity Problems

应用filter技术,结合无导数方法和Armijio型条件,构造了一个新的搜索方向,给出了求解非线性互补问题的新算法,并证明了它的全局收敛性.最后的数值实验表明,此算法是可行的.

By using filter technique, combining with derivative - free method and Annijio conditions, we give a new searching direction, and propose a new algorithm for solving nonlinear complementarity problems. Moreover, we prove the global convergent properties. The final numerical results show that the algorithm works well.