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A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems

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Abstract

In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic assumptions that a search direction to be used in the general scheme has to enjoy in order to guarantee global convergence, local superlinear/quadratic convergence or finite convergence. We examine in detail several different semismooth algorithms and compare their theoretical features and their practical behavior on a set of large-scale problems.

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Authors and Affiliations

  1. Fondazione Ugo Bordoni, Via Baldassarre Castiglione 59, I-00142, Roma, Italy

    Tecla De Luca

  2. Dipartimento di Informatica e Sistemistica, Università di Roma “La Sapienza”, Via Buonarroti 12, I-00185, Roma, Italy

    Francisco Facchinei

  3. Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146, Hamburg, Germany

    Christian Kanzow

Authors
  1. Tecla De Luca
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  2. Francisco Facchinei
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  3. Christian Kanzow
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De Luca, T., Facchinei, F. & Kanzow, C. A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems. Computational Optimization and Applications 16, 173–205 (2000). https://doi.org/10.1023/A:1008705425484

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