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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 65 (1994), S. 43-72 
    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
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