TAOASILS#

Active-set infeasible 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#

Tao, TaoType, TAOASFLS

Level#

beginner

Location#

src/tao/complementarity/impls/asls/asils.c


Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages