The Semismooth Algorithm for Large Scale Complementarity Problems
Published Online:1 Nov 2001https://doi.org/10.1287/ijoc.13.4.294.9734
References
- Algorithms for complementarity problems and generalized equations (1995) (Computer Sciences Department, University of Wisconsin-Madison, Madison, WI) . Ph.D.thesisGoogle Scholar
- GAMS: A User's Guide (1988) (The Scientific Press, South San Francisco, CA) Google Scholar
- A penalized Fischer-Burmeister NCP-function: Theoretical investigation and numerical results. Mathematical Programming (2000) 88:211–216Crossref, Google Scholar
- Optimization and Nonsmooth Analysis (1983) (John Wiley & Sons, New York) Google Scholar
- A semismooth equation approach to the solution of nonlinear complementarity problems. Mathematical Programming (1996) 75:407–439Crossref, Google Scholar
- A theoretical and numerical comparison of some semismooth algorithms for complementarity problems. Computational Optimization and Applications (2000) 16:173–205Crossref, Google Scholar
- MCPLIB: a collection of nonlinear mixed complementarity problems. Optimization Methods and Software (1995a) 5:319–345Crossref, Google Scholar
- The PATH solver: a non-monotone stabilization scheme for mixed complementarity problems. Optimization Methods and Software (1995b) 5:123–156Crossref, Google Scholar
- , Ferris M. C., Pang J. S. A semismooth Newton method for variational inequalities: The case of box constraints. Complementarity and Variational Problems: State of the Art (1997) (SIAM Publications, Philadelphia, PA) 76–90Google Scholar
- Expressing complementarity problems and communicating them to solvers. SIAM Journal on Optimization (1999a) 9:991–1009Crossref, Google Scholar
- Feasible descent algorithms for mixed complementarity problems. Mathematical Programming (1999b) 86:475–497Crossref, Google Scholar
- Nonmonotone stabilization methods for nonlinear equations. Journal of Optimization Theory and Applications (1994) 81:53–71Crossref, Google Scholar
- NEOS and Condor: solving nonlinear optimization problems over the internet. ACM Transactions on Mathematical Software (2000) 26:1–18Crossref, Google Scholar
- Interfaces to PATH 3.0: design, implementation and usage. Computational Optimization and Applications (1999) 12:207–227Crossref, Google Scholar
- Complementarity problems in GAMS and the PATH solver. Journal of Economic Dynamics and Control (2000) 24:165–188Crossref, Google Scholar
- Ferris M. C., Pang J. S.Complementarity and Variational Problems: State of the Art (1997a) (SIAM Publications, Philadelphia, PA) Google Scholar
- Engineering and economic applications of complementarity problems. SIAM Review (1997b) 39:669–713Crossref, Google Scholar
- A special Newton-type optimization method. Optimization (1992) 24:269–284Crossref, Google Scholar
- AMPL: A Modeling Language for Mathematical Programming (1993) (Duxbury Press, Pacific Grove, CA) Google Scholar
- Maintaining LU factors of a general sparse matrix. Linear Algebra and Its Applications (1987) 88/89:239–270Crossref, Google Scholar
- Calculating the singular values and pseudoinverse of a matrix. SIAM Journal on Numerical Analysis (1965) 2:205–224Google Scholar
- A nonmonotone line search technique for Newton's method. SIAM Journal on Numerical Analysis (1986) 23:707–716Crossref, Google Scholar
- A class of non-monotone stabilization methods in unconstrained optimization. Numerische Mathematik (1991) 59:779–805Crossref, Google Scholar
- Quantifying the Uruguay round. The Economic Journal (1997) 107:1405–1430Crossref, Google Scholar
- Newton's method for generalized equations (1979) (Mathematics Research Center, University of Wisconsin, Madison, WI) . Technical Summary Report 1965Google Scholar
- Bimatrix equilibrium points and mathematical programming. Management Science (1965) 11:681–689Link, Google Scholar
- International trade in oil, gas and carbon emission rights: An intertemporal general equilibrium model. The Energy Journal (1993) 14:1–20Google Scholar
- Computation of economic equilibria by a sequence of linear complementarity problems. Mathematical Programming Study (1985) 23:144–162Crossref, Google Scholar
- MATLABUser's Guide (2000) (The MathWorks, Inc., Natick, MA) Google Scholar
- Semismooth and semiconvex functions in constrained optimization. SIAM Journal on Control and Optimization (1977) 15:957–972Crossref, Google Scholar
- MINOS 5.0 user's guide (1983) (Stanford University, Stanford, CA) . Technical Report SOL 83.20Google Scholar
- LSQR: An algorithm for sparse linear equations and sparse least squares. ACM Transactions on Mathematical Software (1982) 8:43–71Crossref, Google Scholar
- Convergence analysis of some algorithms for solving nonsmooth equations. Mathematics of Operations Research (1993) 18:227–244Link, Google Scholar
- A nonsmooth version of Newton's method. Mathematical Programming (1993) 58:353–368Crossref, Google Scholar
- Strongly regular generalized equations. Mathematics of Operations Research (1980) 5:43–62Link, Google Scholar
- Normal maps induced by linear transformations. Mathematics of Operations Research (1992) 17:691–714Link, Google Scholar
- MILES: A mixed inequality and nonlinear equation solver (1993) (Department of Economics, University of Colorado, Boulder, CO) . Working PaperGoogle Scholar
- Extensions of GAMS for complementarity problems arising in applied economic analysis. Journal of Economic Dynamics and Control (1995) 19:1299–1324Crossref, Google Scholar
- Iterative Methods for Sparse Linear Systems (1996) (PWS Publishing Company, Boston, MA) Google Scholar
- , Karihaloo B. L., Mai Y. W., Ripley M. I., Ritchie R. O. Holonomic analysis of quasibrittle fracture with nonlinear softening. Advances in Fracture Research (1997) 2(Pergamon Press, Oxford, UK) 2183–2190Google Scholar
- Linear Programming: Foundations and Extensions (1997) (Kluwer Academic Publishers, Boston, MA) Google Scholar

