Doğrusal olmayan tamamlayıcı problemleri için normal maplı bir süreklilik yönteminin uygulanması

ABSTRACT IMPLEMENTATION OF A CONTINUATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS VIA NORMAL MAPS Ali Erkan M.S. in Industrial Engineering Supervisor: Assist. Prof. Mustafa Ç. Pmar August, 1997 In this thesis, a continuation method for nonlinear complementarity problems via normal maps that is developed by Chen, Harker and Pinar [2] is implemented. This continuation method uses the smooth function to approximate the normal map reformulation of nonlinear complementarity problems. The algorithm is implemented and tested with two different plus- smoothing functions namely interior point plus-smooth function and piecewise quadratic plus-smoothing function. These two functions are compared. Testing of the algorithm is made with several known problems. Key words: Smoothing Methods, Nonlinear Programming, Complementar ity, Continuation Methods, Normal Maps IV