A new SQP approach for nonlinear complementarity problems

Abstract

Sequential quadratic programming (SQP) methods have been extensively studied to handle nonlinear programming problems. In this paper, a new SQP approach is employed to tackle nonlinear complementarity problems (NCPs). At each iterate, NCP conditions are divided into two parts. The inequalities and equations in NCP conditions, which are violated in the current iterate, are treated as the objective function, and the others act as constraints, which avoids finding a feasible initial point and feasible iterate points. NCP conditions are consequently transformed into a feasible nonlinear programming subproblem at each step. New SQP techniques are therefore successful in handling NCPs.