A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems
| dc.contributor.author | Kanzow, Christian | |
| dc.contributor.author | Facchinei, Francisco | |
| dc.contributor.author | De Luca, Tecla | |
| dc.date.accessioned | 2013-06-26T23:23:56Z | |
| dc.date.available | 2013-06-26T23:23:56Z | |
| dc.date.issued | 1997-12-30 | |
| dc.description.abstract | 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 reach 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. | en |
| dc.identifier.citation | 97-15 | en |
| dc.identifier.uri | http://digital.library.wisc.edu/1793/66064 | |
| dc.subject | large-scale problem | en |
| dc.subject | projected gradient method | en |
| dc.subject | Newton's method | en |
| dc.subject | semismoothness | en |
| dc.subject | nonlinear complementarity problem | en |
| dc.title | A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems | en |
| dc.type | Technical Report | en |
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