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2000 MCS Divisional Seminars & Colloquia |
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Complementarity Applications and AlgorithmsTodd S. Munson
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| Abstract | Applications of the standard linear complementarity problem framework are
prevalent in various disciplines including economics and engineering. I will motivate the
problem using the complementary slackness conditions from linear programming and then
develop several extensions and applications. Many solution methods reformulate the
complementarity conditions as a system of nonsmooth equations and apply a nonsmooth Newton
method. I will discuss one such algorithm, PATH, which is based on the normal map
reformulation. Recent theoretical developments related to PATH are given and details about
a practical implementation are presented. |
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