A new path-following algorithm for nonlinear P*complementarity problems

doi:10.1007/s10589-005-3905-y

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	*A new path-following algorithm for nonlinear Pcomplementarity problems**
	Zhao, Y. B.; Li, D.
	2006-06-01
发表期刊	COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN	0926-6003
卷号	34 期号:2 页码:183-214
摘要	Based on the recent theoretical results of Zhao and Li [Math. Oper. Res., 26 (2001), pp. 119-146], we present in this paper a new path-following method for nonlinear P* complementarity problems. Different from most existing interior-point algorithms that are based on the central path, this algorithm tracks the "regularized central path" which exists for any continuous P* problem. It turns out that the algorithm is globally convergent for any P* problem provided that its solution set is nonempty. By different choices of the parameters in the algorithm, the iterative sequence can approach to different types of points of the solution set. Moreover, local superlinear convergence of this algorithm can also be achieved under certain conditions.
关键词	nonlinear complementarity problems path-following algorithms regularized central path Tikhonov regularization P*-mappings
DOI	10.1007/s10589-005-3905-y
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000238269100002
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2477
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Y. B.
作者单位	1.Chinese Acad Sci, AMSS, Inst Appl Math, Beijing 100080, Peoples R China 2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Y. B.,Li, D.. A new path-following algorithm for nonlinear P*complementarity problems[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2006,34(2):183-214.
APA	Zhao, Y. B.,&Li, D..(2006).A new path-following algorithm for nonlinear P*complementarity problems.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,34(2),183-214.
MLA	Zhao, Y. B.,et al."A new path-following algorithm for nonlinear P*complementarity problems".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 34.2(2006):183-214.