A new path-following algorithm for nonlinear \(P_*\) complementarity problems (Q853548)
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scientific article; zbMATH DE number 5073595
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| English | A new path-following algorithm for nonlinear \(P_*\) complementarity problems |
scientific article; zbMATH DE number 5073595 |
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A new path-following algorithm for nonlinear \(P_*\) complementarity problems (English)
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17 November 2006
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The paper presents a path following method for nonlinear \(P_*\) complementarity problems. The central path is defined by Tikhonov regularization mehtod. Theoretical results of the path were studied in a previous paper by the same authors. This paper focuses on algorithmic issues. The algorithm is globally convergent for any \(P_*\) problem provided that its solution set is nonempty. Local superlinear convergence of this algorithm can also be achieved under certain conditions.
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Nonlinear \(P_*\) complementarity problem
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path-following method
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regularized central path
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Tikhonov regularization
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0.8427999019622803
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0.839708149433136
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0.8231214284896851
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0.8200544714927673
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