A New Simplicial Approximation Algorithm with Restarts: Relations between Convergence and Labeling.
CHICAGO UNIV ILL CENTER FOR MATHEMATICAL STUDIES IN BUSINESS AND ECONOMICS
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A simplicial approximation algorithm is presented which is applicable to the fixed point problem in R sup n or in R sup n, sub , the nonlinear complementarity problem, and the problem of solving a system of nonlinear equations in R sup n. The algorithm employs a variable initial point, admits a restart procedure, and uses a broad class of matrix labels. This generality yields convergence and existence results under rather weak assumptions. Examples are presented which emphasize relations between labelings and convergence, and illustrate the potential for solving nonlinear equations when Newtons method fails. Author
- Operations Research