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Type: Artigo de periódico
Title: A projected-gradient interior-point algorithm for complementarity problems
Author: Andreani, R
Judice, JJ
Martinez, JM
Patricio, J
Abstract: Interior-point algorithms are among the most efficient techniques for solving complementarity problems. In this paper, a procedure for globalizing interior-point algorithms by using the maximum stepsize is introduced. The algorithm combines exact or inexact interior-point and projected-gradient search techniques and employs a line-search procedure for the natural merit function associated with the complementarity problem. For linear problems, the maximum stepsize is shown to be acceptable if the Newton interior-point search direction is employed. Complementarity and optimization problems are discussed, for which the algorithm is able to process by either finding a solution or showing that no solution exists. A modification of the algorithm for dealing with infeasible linear complementarity problems is introduced which, in practice, employs only interior-point search directions. Computational experiments on the solution of complementarity problems and convex programming problems by the new algorithm are included.
Subject: Complementarity problems
Interior-point algorithms
Nonlinear programming
Country: Holanda
Editor: Springer
Rights: fechado
Identifier DOI: 10.1007/s11075-010-9439-0
Date Issue: 2011
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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