Convergence Analysis of a Trust-Region Multidimensional Filter Method for Nonlinear Complementarity Problems

Abstract

For solving nonlinear complementarity problems, a new algorithm is proposed by using multidimensional filter techniques and a trust-region method. The algorithm is shown to be globally convergent under the reasonable assumptions and does not depend on any extra restoration procedure. In particular, it shows that the subproblem is a convex quadratic programming problem, which is easier to be solved. The results of numerical experiments show its efficiency.