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Gutierrez, Angel E. R.; Mazorche, Sandro R.; Herskovits, José; Chapiro, Grigori

An interior point algorithm for mixed complementarity nonlinear problems. (English) Zbl 1376.90064

J. Optim. Theory Appl. 175, No. 2, 432-449 (2017).
Summary: Nonlinear complementarity and mixed complementarity problems arise in mathematical models describing several applications in Engineering, Economics and different branches of physics. Previously, robust and efficient feasible directions interior point algorithm was presented for nonlinear complementarity problems. In this paper, it is extended to mixed nonlinear complementarity problems. At each iteration, the algorithm finds a feasible direction with respect to the region defined by the inequality conditions, which is also monotonic descent direction for the potential function. Then, an approximate line search along this direction is performed in order to define the next iteration. Global and asymptotic convergence for the algorithm is investigated. The proposed algorithm is tested on several benchmark problems. The results are in good agreement with the asymptotic analysis. Finally, the algorithm is applied to the elastic-plastic torsion problem encountered in the field of Solid Mechanics.

Cited in 3 Documents

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C51 Interior-point methods
74C05 Small-strain, rate-independent theories of plasticity (including rigid-plastic and elasto-plastic materials)
74P10 Optimization of other properties in solid mechanics

Keywords:

feasible direction algorithm; mixed nonlinear complementarity problems; interior point algorithm; elastic-plastic torsion

Software:

MCPLIB
Cite Review PDF
Full Text: DOI

References:

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