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.
Publié le : 2000-07-04
Classification:
projected gradient method,
large-scale problem,
Newton's method,
nonlinear complementarity problem,
semismoothness,
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-01351152,
author = {De Luca, Tecla and Facchinei, Francisco and KANZOW, CHRISTIAN},
title = {A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems},
journal = {HAL},
volume = {2000},
number = {0},
year = {2000},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-01351152}
}
De Luca, Tecla; Facchinei, Francisco; KANZOW, CHRISTIAN. A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-01351152/