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In this paper, we propose an improved QP-Free method for nonlinear inequality constrained optimization based on linear equations. This new algorithm only needs to solve two systems of linear equations. It has the following advantages: (1) the amount of computation is greatly reduced; (2) the good nature of the descent directions is fully used; (3) the obtained search direction is feasible. Under some...
Based on the smoothing NCP function, we first reformulate the generalized nonlinear complementarity problem over a polyhedral cone as a smoothing system of equations, and then propose a new smoothing inexact Newton method for solving it. In each iteration, the corresponding linear system is solved only inexact solution. Under suitable conditions, we show that any accumulation point of the generated...
In this paper, we aim to solve nonlinear complementarity problems(NCP), NCP can be reformulated as a nonlinear programming. A search direction is obtained by linearization of the feasible set at a trial point, by making use of this method, a new filter-SSLE Algorithm is presented. It only needs to solve two linear equations at each iteration, fewer computations are required. Global convergence results...
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