Global Optimization Techniques for Mixed Complementarity Problems |
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Authors: | Christian Kanzow |
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Institution: | (1) Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, 20146 Hamburg, Germany |
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Abstract: | 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. |
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Keywords: | Mixed complementarity problems semismooth Newton method global optimization tunneling method filled function method |
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