A new approach to continuation methods for complementarity problems with uniform P-functions

Authors:
Christian Kanzow
Affiliations:
Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146 Hamburg, Germany
Venue:
Operations Research Letters
Year:
1997

Citing 12
Cited 4

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Abstract

We design a new continuation method for the solution of nonlinear complementarity problems with uniform P-functions. Similar to interior-point methods, we try to follow the central path inexactly. In contrast to interior-point methods, however, our iterates are allowed to stay outside of the positive orthant. The method is shown to be globally and superlinearly (quadratically) convergent.