Global optimization techniques for mixed complementarity problems

Authors
Citation
C. Kanzow, Global optimization techniques for mixed complementarity problems, J GLOB OPT, 16(1), 2000, pp. 1-21
Citations number
31
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
16
Issue
1
Year of publication
2000
Pages
1 - 21
Database
ISI
SICI code
0925-5001(200001)16:1<1:GOTFMC>2.0.ZU;2-S
Abstract
We investigate the theoretical and numerical properties of two global optim ization techniques for the solution of mixed complementarity problems. More precisely, using a standard semismooth Newton-type method as a basic solve r for complementarity problems, we describe how the performance of this met hod can be improved by incorporating two well-known global optimization alg orithms, namely a tunneling and a filled function method. These methods are tested and compared with each other on a couple of very difficult test exa mples.