Global methods for nonlinear complementarity problems

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Global methods for nonlinear complementarity problems formulate the problem as a system of nonsmooth nonlinear equations approach, or use continuation to trace a path defined by a smooth system of nonlinear equations. We formulate the nonlinear complementarity problem as a bound-constrained nonlinear least squares problem. Algorithms based on this formulation are applicable to general nonlinear complementarity problems, can be started from any nonnegative starting point, and each iteration only requires the solution of systems of linear equations. Convergence to a solution of the nonlinear complementarity problem is guaranteed under reasonable regularity assumptions. The converge rate is Q-linear, Q-superlinear, or Q-quadratic, ... continued below

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32 p.

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More, J.J. April 1, 1994.

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Description

Global methods for nonlinear complementarity problems formulate the problem as a system of nonsmooth nonlinear equations approach, or use continuation to trace a path defined by a smooth system of nonlinear equations. We formulate the nonlinear complementarity problem as a bound-constrained nonlinear least squares problem. Algorithms based on this formulation are applicable to general nonlinear complementarity problems, can be started from any nonnegative starting point, and each iteration only requires the solution of systems of linear equations. Convergence to a solution of the nonlinear complementarity problem is guaranteed under reasonable regularity assumptions. The converge rate is Q-linear, Q-superlinear, or Q-quadratic, depending on the tolerances used to solve the subproblems.

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32 p.

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OSTI as DE96007639

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  • Other Information: PBD: Apr 1994

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  • Other: DE96007639
  • Report No.: MCS--P429-0494
  • Grant Number: W-31109-ENG-38
  • DOI: 10.2172/204261 | External Link
  • Office of Scientific & Technical Information Report Number: 204261
  • Archival Resource Key: ark:/67531/metadc668124

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  • April 1, 1994

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  • June 29, 2015, 9:42 p.m.

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  • Dec. 15, 2015, 6:47 p.m.

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More, J.J. Global methods for nonlinear complementarity problems, report, April 1, 1994; Illinois. (digital.library.unt.edu/ark:/67531/metadc668124/: accessed July 16, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.