AN IMPROVED ODE-TYPE FILTER METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM
We propose an improved ODE-type filter method. In this method, only one linear system is required, and the penalty parameter is not needed. Compared to the traditional filter methods, the new approach is more flexible and less computational scale. Under some reasonable conditions, the global convergent result of our algorithm is presented.
nonlinear complementarity problem, trust region, ODE, filter.
