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The path solver: a nommonotone stabilization scheme for mixed complementarity problems

Dirkse, Steven P., Ferris, Michael C.·1995·Optimization Methods and Software

Abstract

The PATH solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a path-generation procedure which is used to construct a piecewise-linear path from the current point to the Newton point; a step length acceptance criterion and a non-monotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Several impleέentation issues are discussed, and extensive computational results obtained from problems commonly found in the literature are given

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Metadata

Authors
Dirkse, S. P., & Ferris, M. C.
Venue
Optimization Methods and Software
Published
1995-01
Volume
5
Issue
2
Pages
123-156
ISSN
  • 1026-7670 (ISSN-L)
  • 1055-6788
  • 1029-4937
OpenAlex
W2001024683
Cited by
734
References
0
FWCI
19.58
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: The path solver: a nommonotone stabilization scheme for mixed complementarity problems. https://app.cochat.ai/papers/10.1080/10556789508805606
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Dirkse, S. P., & Ferris, M. C. (1995). The path solver: a nommonotone stabilization scheme for mixed complementarity problems. Optimization Methods and Software. https://doi.org/10.1080/10556789508805606

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