ISSN:
1573-2894
Keywords:
nonlinear complementarity problem
;
semismoothness
;
Newton's method
;
projected gradient method
;
large-scale problem
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
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 search 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008705425484
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