Abstract
This paper extends the Lagrangian globalization (LG) method to the nonsmooth equation Φ(x)=0 arising from a nonlinear complementarity problem (NCP) and presents a descent algorithm for the LG phase. The aim of this paper is not to present a new method for solving the NCP, but to find x̂ such that ∥Φ(x̂)∥ < ∥Φ(x̄)∥ when the NCP has a solution and x̄ is a stationary point but not a solution.
Original language | English |
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Pages (from-to) | 77-95 |
Number of pages | 19 |
Journal | Journal of Optimization Theory and Applications |
Volume | 112 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2002 |
Keywords
- descent methods
- global convergence
- Lagrangians
- Nonlinear complementarity problems
- nonsmooth equations
ASJC Scopus subject areas
- Applied Mathematics
- Control and Optimization
- Management Science and Operations Research