A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems

Authors :: DE LUCA, T.
Facchinei, Francisco
Kanzow, C.
Fondazione Ugo Bordoni
Department of Computer and Systems Science [Rome]
Università degli Studi di Roma 'La Sapienza' = Sapienza University [Rome]
Institute of Applied Mathematics
University of Hamburg
Source :: Computational Optimization and Applications, Computational Optimization and Applications, Springer Verlag, 2000, 16, pp.173-205. ⟨10.1023/A:1008705425484⟩
Publication Year :: 2000
Publisher :: HAL CCSD, 2000.
Abstract: International audience; 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.

Subjects :: large-scale problem
semismoothness
Newton's method
projected gradient method
nonlinear complementarity problem
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

Language :: English
ISSN :: 09266003 and 15732894
Database :: OpenAIRE
Journal :: Computational Optimization and Applications, Computational Optimization and Applications, Springer Verlag, 2000, 16, pp.173-205. ⟨10.1023/A:1008705425484⟩
Accession number :: edsair.dedup.wf.001..b6691f7dcfe197c482f5a5f2caabb11e
Full Text :: https://doi.org/10.1023/A:1008705425484⟩

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