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A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems |
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| Authors: | Tecla De Luca Francisco Facchinei Christian Kanzow |
| Institution: | (1) Fondazione Ugo Bordoni, Via Baldassarre Castiglione 59, I-00142 Roma, Italy;(2) Dipartimento di Informatica e Sistemistica, Università di Roma  La Sapienza , Via Buonarroti 12, I-00185 Roma, Italy;(3) Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146, Hamburg, Germany |
| Abstract: | In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic assumptions that a search direction to be used in the general scheme has to enjoy in order to guarantee global convergence, local superlinear/quadratic convergence or finite convergence. We examine in detail several different semismooth algorithms and compare their theoretical features and their practical behavior on a set of large-scale problems. |
| Keywords: | nonlinear complementarity problem semismoothness Newton's method projected gradient method large-scale problem |
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