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dc.contributor.authorPieper, Heiko
dc.contributor.authorKanzow, Christian
dc.description.abstractWe present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementarity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing methods) in order to solve this system. In contrast to Chen, Qi and Sun, however, our method can be applied to general complementarity problems. Extensive numerical results indicate that the new algorithm worlds very well. In particular, it can solve all complementarity problems from the MCPLIB and GAMSLIB libraries.en
dc.subjectquadratic convergenceen
dc.subjectglobal convergenceen
dc.subjectsmoothing methoden
dc.subjectnonsmooth Newton methoden
dc.subjectnonlinear complementarity problemen
dc.titleJacobian Smoothing Methods for General Nonlinear Complementarity Problemsen
dc.typeTechnical Reporten

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  • Math Prog Technical Reports
    Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

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