Feasible descent algorithms for mixed complementarity problems

Citation
Mc. Ferris et al., Feasible descent algorithms for mixed complementarity problems, MATH PROGR, 86(3), 1999, pp. 475-497
Citations number
35
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
86
Issue
3
Year of publication
1999
Pages
475 - 497
Database
ISI
SICI code
0025-5610(199912)86:3<475:FDAFMC>2.0.ZU;2-J
Abstract
In this paper we consider a general algorithmic framework for solving nonli near mixed complementarity problems. The main features of this framework ar e: (a) it is well-defined for an arbitrary mixed complementarity problem, ( b) it generates only feasible iterates, (c) it has a strong global converge nce theory, and (d) it is locally fast convergent under standard regularity assumptions. This framework is applied to the PATH solver in order to show viability of the approach. Numerical results for an appropriate modificati on of the PATH solver indicate that this framework leads to substantial com putational improvements.