QPCOMP
QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel (1993), this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously differentiable, pseudo-monotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm.
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References in zbMATH (referenced in 30 articles , 1 standard article )
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Sorted by year (- Chen, Xiaojun; Wang, Zhengyu: Computational error bounds for a differential linear variational inequality (2012)
- Chen, Jein-Shan; Pan, Shaohua; Lin, Tzu-Ching: A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs (2010)
- Chen, Jein-Shan; Pan, Shaohua; Yang, Ching-Yu: Numerical comparisons of two effective methods for mixed complementarity problems (2010)
- Acary, Vincent; Brogliato, Bernard: Numerical methods for nonsmooth dynamical systems. Applications in mechanics and electronics (2008)
- Konnov, Igor V.: Combined relaxation methods for generalized monotone variational inequalities (2007)
- Allevi, E.; Gnudi, A.; Konnov, I.V.: The proximal point method for nonmonotone variational inequalities (2006)
- Konnov, Igor V.: Application of the proximal point method to a system of extended primal-dual equilibrium problems (2006)
- Konnov, I.V.: Application of the proximal point method to nonmonotone equilibrium problems (2003)
- Li, Wu; de Nijs, J.J.: An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints. (2003)
- Billups, Stephen C.: A homotopy-based algorithm for mixed complementarity problems (2002)
- Konnov, I.V.; Kum, Sangho; Lee, Gue Myung: On convergence of descent methods for variational inequalities in a Hilbert space (2002)
- Kanzow, Christian: Strictly feasible equation-based methods for mixed complementarity problems (2001)
- Ulbrich, Michael: Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems (2001)
- Andreani, R.; MartÃnez, J.M.; Svaiter, B.F.: On the regularization of mixed complementarity problems (2000)
- Billups, Stephen C.: Improving the robustness of descent-based methods for semismooth equations using proximal perturbations (2000)
- Ferris, Michael C.; Munson, Todd S.: Complementarity problems in GAMS and the PATH solver (2000)
- Ferris, Michael C.; Sinapiromsaran, Krung: Formulating and solving nonlinear programs as mixed complementarity problems (2000)
- Solodov, Michael V.; Tseng, Paul: Some methods based on the D-gap function for solving monotone variational inequalities (2000)
- Facchinei, Francisco; Kanzow, Christian: Beyond monotonicity in regularization methods for nonlinear complementarity problems (1999)
- Ferris, Michael C.; Kanzow, Christian; Munson, Todd S.: Feasible descent algorithms for mixed complementarity problems (1999)