TY - JOUR
T1 - A Fliter Method for Sloving LCP Based on Nonmonotone Line Search
AU - Yanyan Zhu, Zhengshen Yu and Lina Zhang
JO - Journal of Information and Computing Science
VL - 2
SP - 113
EP - 122
PY - 2024
DA - 2024/01
SN - 9
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jics/22588.html
KW -  linear  complementarity,  Fisher-Burmeister  function,  constrained  optimization,  filter  method, 
nonmontone technique, global convergence. 

AB - In this paper, we propose a filter method to solve the linear complementarity problem(LCP). By 
using the Fisher-Burmeister function, we convert the LCP to an equivalent optimization problem with linear 
equality  constraints.  A  filter  approach  is  employed  to  tackle  the  optimization  problem  and  the  proposed 
mechanism for accepting the trial step is obtained by a nonmonotone filter technique. Under some conditions, 
we establish the global convergence of the algorithm.