A new approach to continuation methods for complementarity problems with uniform P-functions

A new approach to continuation methods for complementarity problems with uniform P-functions

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Article ID: iaor19982454
Country: Netherlands
Volume: 20
Issue: 2
Start Page Number: 85
End Page Number: 92
Publication Date: Feb 1997
Journal: Operations Research Letters
Authors:
Keywords: complementarity
Abstract:

We design a new continuation method for the solution of nonlinear complementarity problems with uniform P-functions. Similar to interior-point methods, we try to follow the central path inexactly. In contrast to interior-point methods, however, our iterates are allowed to stay outside of the positive orthant. The method is shown to be globally and superlinearly (quadratically) convergent.

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