A new approach to continuation methods for complementarity problems with uniform P-functions
نویسنده
چکیده
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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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 20 شماره
صفحات -
تاریخ انتشار 1997