A NEW APPROACH TO CONTINUATION METHODS FOR COMPLEMENTARITY-PROBLEMS WITH UNIFORM P-FUNCTIONS

Authors
KANZOW C
Citation
C. Kanzow, A NEW APPROACH TO CONTINUATION METHODS FOR COMPLEMENTARITY-PROBLEMS WITH UNIFORM P-FUNCTIONS, Operations research letters, 20(2), 1997, pp. 85-92
Citations number
23
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
20
Issue
2
Year of publication
1997
Pages
85 - 92
Database
ISI
SICI code
0167-6377(1997)20:2<85:ANATCM>2.0.ZU;2-R
Abstract
We design a new continuation method for the solution of nonlinear comp lementarity problems with uniform P-functions. Similar to interior-poi nt methods, we try to follow the central path inexactly. In contrast t o interior-point methods, however, our iterates are allowed to stay ou tside of the positive orthant. The method is shown to be globally and superlinearly (quadratically) convergent.