Hamburger Beitrage zur Angewandten Mathematik Strictly Feasible Equation-Based Methods for Mixed Complementarity Problems

Hamburger Beitrage zur Angewandten Mathematik Beyond Montonicity in Regularization Methods for Nonlinear Complementarity Problems

Regularization methods for the solution of nonlinear complementarity problems are standard methods for the solution of monotone complementarity problems and possess strong convergence properties. In this paper, we replace the monotonicity assumption by a P0-function condition. We show that many properties of regularization methods still hold for this larger class of problems. However, we also p...

Hamburger Beitrage zur Angewandten Mathematik An Asymptotic-Induced One-Dimensional Model to Describe Fires in Tunnels

Hamburger Beitrage zur Angewandten Mathematik An Active Set-type Newton Method for Constrained Nonlinear Systems

We consider the problem of nding a solution of a nonlinear system of equations subject to some box constraints. To this end, we introduce a new active set-type Newton method with global and local fast convergence properties. The method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of redu...

Angewandten Mathematik An Inexact QP - based Method for Nonlinear Complementarity Problems

We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection ...

Strictly feasible equation-based methods for mixed complementarity problems

We introduce a new algorithm for the solution of the mixed complementarity problem (MCP) which has stronger properties than most existing methods. In fact, typical solution methods for the MCP either generate feasible iterates but have to solve relatively complicated subproblems (like quadratic programs or linear complementarity problems), or they have relatively simple subproblems (like linear...