Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems
A reformulation of the mixed complementarity problem as a box constrained overdetermined system of semismooth equations or, equivalently, a box constrained nonlinear least squares problem with zero residual is presented. On the basis of this reformulation, a trust region method for the solution of m...
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
15 Aug 2008
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| In: |
Optimization methods & software
Year: 2007, Volume: 22, Issue: 5, Pages: 713-735 |
| ISSN: | 1029-4937 |
| DOI: | 10.1080/10556780701296455 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.1080/10556780701296455
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| Author Notes: | Christian Kanzow, Stefania Petra |
| Summary: | A reformulation of the mixed complementarity problem as a box constrained overdetermined system of semismooth equations or, equivalently, a box constrained nonlinear least squares problem with zero residual is presented. On the basis of this reformulation, a trust region method for the solution of mixed complementarity problems is considered. This trust region method contains elements from different areas: a projected Levenberg-Marquardt step in order to guarantee local fast convergence under suitable assumptions, affine scaling matrices which are used to improve the global convergence properties, and a multidimensional filter technique to accept a full step more frequently. Global convergence results as well as local superlinear/quadratic convergence is shown under appropriate assumptions. Moreover, numerical results for the MCPLIB indicate that the overall method is quite robust. |
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| Item Description: | Gesehen am 26.07.2018 |
| Physical Description: | Online Resource |
| ISSN: | 1029-4937 |
| DOI: | 10.1080/10556780701296455 |