QPCOMP : A quadratic programming based solver for mixed complementarity problems
Billups, Stephen C.
Ferris, Michael C.

Data: 1997
Resum: QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel, this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously differentiable, pseudo-monotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm. .
Drets: Tots els drets reservats.
Llengua: Anglès
Document: Article ; recerca ; Versió publicada
Matèria: Complementarity problems ; Variational inequalities ; Proximal perturbations ; Pseudomonotonicity
Publicat a: Mathematical Programming, vol. 76 n. 3 (1997) p. 533-562, ISSN 0025-5610



30 p, 1.4 MB
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