Estrategias de segunda ordem para problemas de complementaridade / Second order strategies for complementarity problems
AUTOR(ES)
Wesley Vagner Ines Shirabayashi
DATA DE PUBLICAÇÃO
2009
RESUMO
In this work we reformulate the generalized nonlinear complementarity problem (GNCP) in polyhedral cones as a nonlinear system with nonnegativity in some variables and propose the resolution of such reformulation through interior-point methods. In particular we define two algorithms and prove the local convergence of these algorithms under standard assumptions. The first algorithm is based on Newton s method and the second, on the Chebyshev s tensorial method. The algorithm based on Chebyshev s method may be considered a predictor-corrector one. Such algorithm, when applied to problems for which the functions are affine, and the parameters are properly chosen, turns into the well-known Mehrotra s predictor corrector algorithm. We also present numerical results that illustrate the competitiveness of both proposals
ASSUNTO(S)
complementaridade metodo preditor-corretor metodo de predictor-corrector method newton singular systems polyhedra cones interior-points methods sistemas singulares complementary newton method metodos de pontos interiores cones poliedrais
ACESSO AO ARTIGO
http://libdigi.unicamp.br/document/?code=000469233Documentos Relacionados
- Análise de sensibilidade topológica de segunda ordem
- On numerical solution strategies of contact problems
- Beirando a vida, driblando os problemas: estratégias de bem viver
- MÉTODOS INTERATIVOS PARA PROBLEMAS DE COMPLEMENTARIEDADE LINEAR E DE NORMAS MÍNIMA
- Análise de segunda ordem global em edifícios com estrutura de concreto armado