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62
The PATH Solver: A NonMonotone Stabilization Scheme for Mixed Complementarity Problems
 OPTIMIZATION METHODS AND SOFTWARE
, 1995
"... The Path solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a pathgeneration procedure which is used to construct a piecewiselinear path from the current point to the Newton point; a step length acceptan ..."
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Cited by 199 (40 self)
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The Path solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a pathgeneration procedure which is used to construct a piecewiselinear path from the current point to the Newton point; a step length acceptance criterion and a nonmonotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Several implementation issues are discussed, and extensive computational results obtained from problems commonly found in the literature are given.
Engineering and economic applications of complementarity problems
 SIAM Review
, 1997
"... Abstract. This paper gives an extensive documentation of applications of finitedimensional nonlinear complementarity problems in engineering and equilibrium modeling. For most applications, we describe the problem briefly, state the defining equations of the model, and give functional expressions f ..."
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Cited by 172 (25 self)
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Abstract. This paper gives an extensive documentation of applications of finitedimensional nonlinear complementarity problems in engineering and equilibrium modeling. For most applications, we describe the problem briefly, state the defining equations of the model, and give functional expressions for the complementarity formulations. The goal of this documentation is threefold: (i) to summarize the essential applications of the nonlinear complementarity problem known to date, (ii) to provide a basis for the continued research on the nonlinear complementarity problem, and (iii) to supply a broad collection of realistic complementarity problems for use in algorithmic experimentation and other studies.
A Semismooth Equation Approach To The Solution Of Nonlinear Complementarity Problems
, 1995
"... In this paper we present a new algorithm for the solution of nonlinear complementarity problems. The algorithm is based on a semismooth equation reformulation of the complementarity problem. We exploit the recent extension of Newton's method to semismooth systems of equations and the fact that ..."
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Cited by 99 (11 self)
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In this paper we present a new algorithm for the solution of nonlinear complementarity problems. The algorithm is based on a semismooth equation reformulation of the complementarity problem. We exploit the recent extension of Newton's method to semismooth systems of equations and the fact that the natural merit function associated to the equation reformulation is continuously differentiable to develop an algorithm whose global and quadratic convergence properties can be established under very mild assumptions. Other interesting features of the new algorithm are an extreme simplicity along with a low computational burden per iteration. We include numerical tests which show the viability of the approach.
A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
, 1997
"... We investigate the properties of a new merit function which allows us to reduce a nonlinear complementarity problem to an unconstrained global minimization one. Assuming that the complementarity problem is defined by a P 0 function we prove that every stationary point of the unconstrained problem ..."
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Cited by 92 (7 self)
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We investigate the properties of a new merit function which allows us to reduce a nonlinear complementarity problem to an unconstrained global minimization one. Assuming that the complementarity problem is defined by a P 0 function we prove that every stationary point of the unconstrained problem is a global solution; furthermore, if the complementarity problem is defined by a uniform P function, the level sets of the merit function are bounded. The properties of the new merit function are compared with those of the MangasarianSolodov's implicit Lagrangian and Fukushima's regularized gap function. We also introduce a new, simple, activeset local method for the solution of complementarity problems and show how this local algorithm can be made globally convergent by using the new merit function.
TimeStepping for ThreeDimensional Rigid Body Dynamics
, 1998
"... This paper considers a wide number of timestepping methods, and discusses their implications for convergence theory and the nature of the limiting solutions. ..."
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Cited by 56 (18 self)
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This paper considers a wide number of timestepping methods, and discusses their implications for convergence theory and the nature of the limiting solutions.
Interfaces to PATH 3.0: Design, Implementation and Usage
 Computational Optimization and Applications
, 1998
"... Several new interfaces have recently been developed requiring PATH to solve a mixed complementarity problem. To overcome the necessity of maintaining a different version of PATH for each interface, the code was reorganized using objectoriented design techniques. At the same time, robustness issues ..."
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Cited by 56 (19 self)
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Several new interfaces have recently been developed requiring PATH to solve a mixed complementarity problem. To overcome the necessity of maintaining a different version of PATH for each interface, the code was reorganized using objectoriented design techniques. At the same time, robustness issues were considered and enhancements made to the algorithm. In this paper, we document the external interfaces to the PATH code and describe some of the new utilities using PATH. We then discuss the enhancements made and compare the results obtained from PATH 2.9 to the new version. 1 Introduction The PATH solver [12] for mixed complementarity problems (MCPs) was introduced in 1995 and has since become the standard against which new MCP solvers are compared. However, the main user group for PATH continues to be economists using the MPSGE preprocessor [36]. While developing the new PATH implementation, we had two goals: to make the solver accessible to a broad audience and to improve the effecti...
Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
 Mathematics of Computation
, 1998
"... Abstract. The smoothing Newton method for solving a system of nonsmooth equations F (x) = 0, which may arise from the nonlinear complementarity problem, the variational inequality problem or other problems, can be regarded as a variant of the smoothing method. At the kth step, the nonsmooth functio ..."
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Cited by 52 (18 self)
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Abstract. The smoothing Newton method for solving a system of nonsmooth equations F (x) = 0, which may arise from the nonlinear complementarity problem, the variational inequality problem or other problems, can be regarded as a variant of the smoothing method. At the kth step, the nonsmooth function F is approximated by a smooth function f(·,εk), and the derivative of f(·,εk) at x k is used as the Newton iterative matrix. The merits of smoothing methods and smoothing Newton methods are global convergence and convenience in handling. In this paper, we show that the smoothing Newton method is also superlinearly convergent if F is semismooth at the solution and f satisfies a Jacobian consistency property. We show that most common smooth functions, such as the GabrielMoré function, have this property. As an application, we show that for box constrained variational inequalities if the involved function is P –uniform, the iteration sequence generated by the smoothing Newton method will converge to the unique solution of the problem globally and superlinearly (quadratically). 1.
A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
 SIAM J. Control Optim
, 1995
"... . This paper presents a globally convergent successive approximation method for solving F (x) = 0 where F is a continuous function. At each step of the method, F is approximated by a smooth function f k ; with k f k \Gamma F k! 0 as k ! 1. The direction \Gammaf 0 k (x k ) \Gamma1 F (x k ) is th ..."
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Cited by 47 (22 self)
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. This paper presents a globally convergent successive approximation method for solving F (x) = 0 where F is a continuous function. At each step of the method, F is approximated by a smooth function f k ; with k f k \Gamma F k! 0 as k ! 1. The direction \Gammaf 0 k (x k ) \Gamma1 F (x k ) is then used in a line search on a sum of squares objective. The approximate function f k can be constructed for nonsmooth equations arising from variational inequalities, maximal monotone operator problems, nonlinear complementarity problems and nonsmooth partial differential equations. Numerical examples are given to illustrate the method. Key words: Global convergence, successive approximation, integration convolution. AMS(MOS) subject classification. 90C30, 90C33 1. Introduction Let F : R n ! R n be a continuous, but not necessarily differentiable, function. We consider the system of nonlinear equations F (x) = 0; x 2 R n : (1) The recent literature of such nonsmooth equations inc...
Algorithms For Complementarity Problems And Generalized Equations
, 1995
"... Recent improvements in the capabilities of complementarity solvers have led to an increased interest in using the complementarity problem framework to address practical problems arising in mathematical programming, economics, engineering, and the sciences. As a result, increasingly more difficult pr ..."
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Cited by 46 (5 self)
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Recent improvements in the capabilities of complementarity solvers have led to an increased interest in using the complementarity problem framework to address practical problems arising in mathematical programming, economics, engineering, and the sciences. As a result, increasingly more difficult problems are being proposed that exceed the capabilities of even the best algorithms currently available. There is, therefore, an immediate need to improve the capabilities of complementarity solvers. This thesis addresses this need in two significant ways. First, the thesis proposes and develops a proximal perturbation strategy that enhances the robustness of Newtonbased complementarity solvers. This strategy enables algorithms to reliably find solutions even for problems whose natural merit functions have strict local minima that are not solutions. Based upon this strategy, three new algorithms are proposed for solving nonlinear mixed complementarity problems that represent a significant improvement in robustness over previous algorithms. These algorithms have local Qquadratic convergence behavior, yet depend only on a pseudomonotonicity assumption to achieve global convergence from arbitrary starting points. Using the MCPLIB and GAMSLIB test libraries, we perform extensive computational tests that demonstrate the effectiveness of these algorithms on realistic problems. Second, the thesis extends some previously existing algorithms to solve more general problem classes. Specifically, the NE/SQP method of Pang & Gabriel (1993), the semismooth equations approach of De Luca, Facchinei & Kanz...
QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems
 Mathematical Programming
, 1997
"... QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel[14], this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, th ..."
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Cited by 32 (15 self)
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QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel[14], this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously differentiable, pseudomonotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm. 1 Introduction This paper describes a new algorithm for solving the mixed nonlinear complementarity problem (MCP), which provides a significant improvement in robustness over previous superlinearly or quadratically convergent algorithms, while preserving these fast local convergence properties. The MCP is defined in...