Global Optimization Techniques for Mixed Complementarity Problems

Authors:
Christian Kanzow
Affiliations:
Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, 20146 Hamburg, Germany E-mail: kanzow@math.uni-hamburg.de
Venue:
Journal of Global Optimization
Year:
2000

Citing 14
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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.