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2013 Sixth International Conference on Business Intelligence and Financial Engineering (BIFE) (2013)
Hangzhou,, China
Nov. 14, 2013 to Nov. 16, 2013
ISBN: 978-1-4799-4778-2
pp: 619-622
ABSTRACT
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 of the proposed algorithm are established under some suitable conditions.
INDEX TERMS
Convergence, Programming, Equations, Mathematical model, Optimization, Educational institutions
CITATION

K. Su and H. An, "A Filter-SSLE Algorithm for Solving Nonlinear Complementarity Problems," 2013 Sixth International Conference on Business Intelligence and Financial Engineering (BIFE), Hangzhou,, China, 2013, pp. 619-622.
doi:10.1109/BIFE.2013.152
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