On a semismooth least squares formulation of complementarity problems with gap reduction
We present a nonsmooth least squares reformulation of the complementarity problem and investigate its convergence properties. The global and local fast convergence results (under mild assumptions) are similar to some existing equation-based methods. In fact, our least squares formulation is obtained...
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| Hauptverfasser: | , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
04 Feb 2008
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| In: |
Optimization methods & software
Year: 2004, Jahrgang: 19, Heft: 5, Pages: 507-525 |
| ISSN: | 1029-4937 |
| DOI: | 10.1080/10556780410001683096 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1080/10556780410001683096
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| Verfasserangaben: | Christian Kanzow, Stefania Petra |
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| 520 | |a We present a nonsmooth least squares reformulation of the complementarity problem and investigate its convergence properties. The global and local fast convergence results (under mild assumptions) are similar to some existing equation-based methods. In fact, our least squares formulation is obtained by modifying one of these equation-based methods (using the Fischer-Burmeister function) in such a way that we overcome a major drawback of this equation-based method. The resulting nonsmooth Levenberg-Marquardt-type method turns out to be significantly more robust than the corresponding equation-based method. This is illustrated by our numerical results using the MCPLIB test problem collection. | ||
| 534 | |c 2004 | ||
| 650 | 4 | |a Complementarity problems | |
| 650 | 4 | |a Global convergence | |
| 650 | 4 | |a Nonlinear least squares reformulation | |
| 650 | 4 | |a Quadratic convergence | |
| 650 | 4 | |a Semismooth functions | |
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