An interior-point derivative-free algorithm for nonlinear complementarity problems

被引：0
|
作者：
Wang, Jueyu [1 ]
Gu, Chao [1 ]
Zhu, Detong [2 ]
机构：
[1] Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai 201209, Peoples R China
[2] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
来源：
NUMERICAL ALGORITHMS | 2024年
基金：
美国国家科学基金会;
关键词：
Nonlinear complementarity problem; Interior-point; Derivative-free; NCP-function; Stationary point; Convergence; POWER PENALTY METHOD; PROJECTED GRADIENT METHODS; FILTER ALGORITHM; VARIATIONAL INEQUALITY; DESCENT METHOD; NEWTON METHOD; NCP-FUNCTIONS; CONVERGENCE; FAMILY;
D O I：
10.1007/s11075-024-01966-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we propose an interior-point derivative-free algorithm for nonlinear complementarity problems (NCPs). The function F involved in the NCP is assumed to be continuously differentiable and monotone. The new algorithm maintains the non-negativity of iterates. It has some advantages: one is to avoid stationary points with negative components which are not the solutions of NCPs, and the other is to be useful for F defined on non-negative domain. Furthermore, we design a filter according to the algorithm, which does not contain a gradient of F. Under some assumptions, we discuss the global convergence of the new algorithm. Numerical results demonstrate that the new algorithm is effective.
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页数：29
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