Global optimization techniques for mixed complementarity problems. (English) Zbl 1009.90119

Kanzow, Christian

J. Glob. Optim. 16, No. 1, 1-21 (2000).

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

Keywords:

mixed complementarity problems; semismooth Newton method; global optimization; tunneling method; filled function method

Software:

GAMS; PATH Solver