Article ID: | iaor20052341 |
Country: | Netherlands |
Volume: | 133 |
Issue: | 1 |
Start Page Number: | 99 |
End Page Number: | 117 |
Publication Date: | Jan 2005 |
Journal: | Annals of Operations Research |
Authors: | Qi Liqun, Yang Yu-Fei |
Keywords: | complementarity, trust regions |
By using the Fischer–Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow's smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with