QPCOMP: A quadratic programming based solver for mixed complementarity problems

被引：26

作者：

Billups, SC ^{[1
]}

Ferris, MC ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT COMP SCI,MADISON,WI 53706

来源：

MATHEMATICAL PROGRAMMING | 1997年 / 76卷 / 03期

关键词：

complementarity problems; variational inequalities; proximal perturbations; pseudomonotonicity;

D O I：

10.1007/BF02614397

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel [14], this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously differentiable, pseudo-monotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm.

引用

页码：533 / 562

页数：30

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