The PATH solver: A stabilized Newton method for mixed complementarity problems
Conference
·
OSTI ID:35953
We describe a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a path-generation procedure which is used to construct a piecewise-linear path from the current point to the Newton point; a steplength acceptance criterion and a non-monotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Computational results using the above method and some practically motivated enhancements are given on problems commonly found in the literature.
- OSTI ID:
- 35953
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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