The path solver: a nommonotone stabilization scheme for mixed complementarity problems*
作者:
StevenP. Dirkse,
MichaelC. Ferris,
期刊:
Optimization Methods and Software
(Taylor Available online 1995)
卷期:
Volume 5,
issue 2
页码: 123-156
ISSN:1055-6788
年代: 1995
DOI:10.1080/10556789508805606
出版商: Gordon and Breach Science Publishers
关键词: Nonlinear Complementarity Problems;Equilibrium Problems;Newton Methods;Path Following;Nonmonotone Stabilization
数据来源: Taylor
摘要:
The PATH solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a path-generation procedure which is used to construct a piecewise-linear path from the current point to the Newton point; a step length acceptance criterion and a non-monotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Several impleέentation issues are discussed, and extensive computational results obtained from problems commonly found in the literature are given
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