Show simple item record

dc.contributor.authorFerris, Michael C.
dc.contributor.authorEckstein, Jonathan
dc.date.accessioned2013-06-06T20:16:00Z
dc.date.available2013-06-06T20:16:00Z
dc.date.issued1998-02
dc.identifier.citation97-01en
dc.identifier.urihttp://digital.library.wisc.edu/1793/65802
dc.description.abstractThis paper describes several methods for solving nonlinear complementarity problems. A general duality framework for pairs of monotone operators is developed and then applied to the monotone complementarity problem., obtaining primal, dual, and primal-dual formulations. We derive Bregman-function-based generalized proximal algorithms for each of these formulations, generating three classes of complementarity algorithms. The primal class is well-known. The dual class is new and constitutes a general collection of methods of multipliers, or augmented Lagrangian methods, for complementarity problems. In a special case, it corresponds to a class of variational inequality algorithms proposed by Gabay. By appropriate choice of Bregman function, the augmented Lagrangian subproblem in these methods can be made continuously differentiable. The primal-dual class of methods is entirely new and combines the best theoretical features of the primal and dual methods. Some preliminary computation shows that this class of algorithms is effective at solving many of the standard complementarity test problems.en
dc.titleSmooth Methods of Multipliers for Complementarity Problemsen
dc.typeTechnical Reporten


Files in this item

Thumbnail

This item appears in the following Collection(s)

  • Math Prog Technical Reports
    Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

Show simple item record