Numerical results for a globalized active-set Newton method for mixed complementarity problems



Título del documento: Numerical results for a globalized active-set Newton method for mixed complementarity problems
Revista: Computational & applied mathematics
Base de datos: PERIÓDICA
Número de sistema: 000268612
ISSN: 1807-0302
Autores: 1
2
3
Instituciones: 1Russian Peoples Friendship University, Moscú. Rusia
2Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscú. Rusia
3Instituto de Matematica Pura e Aplicada, Rio de Janeiro. Brasil
Año:
Periodo: May-Ago
Volumen: 24
Número: 2
Paginación: 293-316
País: Brasil
Idioma: Inglés
Tipo de documento: Artículo
Enfoque: Experimental, analítico
Resumen en inglés We discuss a globalization scheme for a class of active-set Newton methods for solving the mixed complementarity problem (MCP), which was proposed by the authors in [3]. The attractive features of the local phase of the method are that it requires solving only one system of linear equations per iteration, yet the local superlinear convergence is guaranteed under extremely mild assumptions, in particular weaker than the property of semistability of an MCP solution. Thus the local superlinear convergence conditions of the method are weaker than conditions required for the semismooth (generalized) Newton methods and also weaker than convergence conditions of the linearization (Josephy-Newton) method. Numerical experiments on some test problems are presented, including results on the MCPLIB collection for the globalized version
Disciplinas: Matemáticas,
Ciencias de la computación
Palabras clave: Matemáticas aplicadas,
Problemas de complementaridad mixta,
Regularidad débil,
Método de Newton
Keyword: Mathematics,
Computer science,
Applied mathematics,
Mixed complementarity problem,
Weak regularity,
Newton method
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