%A Steven P. Dirkse
%A Michael C. Ferris
%T The PATH Solver: A Non-Monotone Stabilization Scheme for Mixed Complementarity Problems
%D September 1993
%R TR 1179
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X 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
implementation issues are discussed, and extensive computational
results obtained from problems commonly found in the literature are
given.