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An Improved Filter Method for Nonlinear Complementarity Problem

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  • Ke Su
  • Xiaoli Lu
  • Wei Liu

Abstract

The nonlinear complementarity problem can be reformulated as a nonlinear programming whose objective function may be nonsmooth. For this case, we use decomposition strategy to decompose the nonsmooth function into a smooth one and a nonsmooth one. Together with filter method, we present an improved filter algorithm with decomposition strategy for solving nonlinear complementarity problem, which has better numerical results compared to the method that without the filter technique. Under mild conditions, the global convergent property is shown. In the end, the numerical example is reported.

Suggested Citation

  • Ke Su & Xiaoli Lu & Wei Liu, 2013. "An Improved Filter Method for Nonlinear Complementarity Problem," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-7, March.
    • Handle: RePEc:hin:jnlmpe:450829
    DOI: 10.1155/2013/450829
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