TAOASFLS#
Active-set feasible linesearch algorithm for solving complementarity constraints
Options Database Keys#
-tao_ssls_delta - descent test fraction
-tao_ssls_rho - descent test power
Note#
See [Bil95], [DeLucaFK96], [FKM99], [Fis92], and [MFF+01].
References#
- Bil95
S. C. Billups. Algorithms for Complementarity Problems and Generalized Equations. PhD thesis, University of Wisconsin–Madison, Madison, Wisconsin, August 1995.
- FKM99
M. C. Ferris, C. Kanzow, and T. S. Munson. Feasible descent algorithms for mixed complementarity problems. Mathematical Programming, 86:475–497, 1999. URL: ftp://ftp.cs.wisc.edu/math-prog/tech-reports/98-04.ps.
- Fis92
A. Fischer. A special Newton–type optimization method. Optimization, 24:269–284, 1992.
- MFF+01
T. S. Munson, F. Facchinei, M. C. Ferris, A. Fischer, and C. Kanzow. The semismooth algorithm for large scale complementarity problems. INFORMS Journal on Computing, 2001.
- DeLucaFK96
T. De Luca, F. Facchinei, and C. Kanzow. A semismooth equation approach to the solution of nonlinear complementarity problems. Mathematical Programming, 75:407–439, 1996.
See Also#
Level#
beginner
Location#
src/tao/complementarity/impls/asls/asfls.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages