QPCOMP : A quadratic programming based solver for mixed complementarity problems

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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