1. [Untitled]
- Author
-
Christian Kanzow, Francisco Facchinei, and Tecla De Luca
- Subjects
Mathematical optimization ,021103 operations research ,Control and Optimization ,Line search ,Finite convergence ,Applied Mathematics ,0211 other engineering and technologies ,010103 numerical & computational mathematics ,02 engineering and technology ,01 natural sciences ,Complementarity (physics) ,Computational Mathematics ,symbols.namesake ,Rate of convergence ,symbols ,Nonlinear complementarity ,Nonlinear complementarity problem ,0101 mathematics ,Mixed complementarity problem ,Newton's method ,Algorithm ,Mathematics - Abstract
In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic assumptions that a search direction to be used in the general scheme has to enjoy in order to guarantee global convergence, local superlinear/quadratic convergence or finite convergence. We examine in detail several different semismooth algorithms and compare their theoretical features and their practical behavior on a set of large-scale problems.
- Published
- 2000