Global Optimization Techniques for Mixed Complementarity Problems

Abstract

We investigates the theoretical and numerical properties of two global optimization techniques for the solution of mixed complementarity problems. More precisely, using a standard semismooth Newton-type method as a basic solver fro complementarity problems, we describe how the performance of this method can be improved by combining it with a tunneling and a filled function method. These methods are tested and compared with each other on a couple of very difficult test examples.