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A superlinearly convergent SSLE algorithm for optimization problems with linear complementerity constraints. (English) Zbl 1242.90268

Summary: A sequential system of linear equations (SSLE) algorithm for solving mathematical problem with linear complementarity constraints is introduced, which uses Fischer-Burmeister (F-B) function and smoothing technique to rewrite the complementarity constraints “\(0\leq\perp w\geq 0\)”. Under some suitable conditions without upper level complementarity, the proposed method is proved to possess global convergence and superlinear convergence.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C30 Nonlinear programming
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