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Global optimization techniques for mixed complementarity problems. (English) Zbl 1009.90119
Summary: We investigate the theoretical and numerical properties of two global optimization techniques for the solution of mixed complementarity problems. More precisely, using a standard semismooth Newton-type method as a basic solver for complementarity problems, we describe how the performance of this method can be improved by incorporating two well-known global optimization algorithms, namely a tunneling and a filled function method. These methods are tested and compared with each other on a couple of very difficult test examples.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C26 Nonconvex programming, global optimization
Software:
GAMS; PATH Solver
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