Article ID: | iaor19981942 |
Country: | China |
Volume: | 14 |
Issue: | 2 |
Start Page Number: | 99 |
End Page Number: | 107 |
Publication Date: | Apr 1996 |
Journal: | Journal of Computational Mathematics |
Authors: | Peng J.M. |
Keywords: | complementarity, trust regions |
In this paper, the author constructs unconstrained methods for the generalized non-linear complementarity problem and variational inequalities. Properties of the correspondent unconstrained optimization problem are studied. The author applies these methods to the subproblems in trust region method, and studies their interrelationships. Numerical results are also presented.