ISSN:
1436-4646
Keywords:
Monotone complementarity problem
;
Interior-point algorithm
;
Potential reduction algorithm
;
Infeasibility
;
Global convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This paper presents a wide class of globally convergent interior-point algorithms for the nonlinear complementarity problem with a continuously differentiable monotone mapping in terms of a unified global convergence theory given by Polak in 1971 for general nonlinear programs. The class of algorithms is characterized as: Move in a Newton direction for approximating a point on the path of centers of the complementarity problem at each iteration. Starting from a strictly positive but infeasible initial point, each algorithm in the class either generates an approximate solution with a given accuracy or provides us with information that the complementarity problem has no solution in a given bounded set. We present three typical examples of our interior-point algorithms, a horn neighborhood model, a constrained potential reduction model with the use of the standard potential function, and a pure potential reduction model with the use of a new potential function.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581689
Permalink
