Revista Integración, temas de matemáticas.
Vol. 39 Núm. 2 (2021): Revista Integración, temas de matemáticas
Artículos científicos

Un algoritmo Newton inexacto para complementariedad horizontal

Carlos Arias
Universidad del Cauca, Departamento de Matemáticas, Popayán, Colombia.
Rosana Pérez
Universidad del Cauca, Departamento de Matemáticas, Popayán, Colombia.
Héctor Martínez
Universidad del Valle, Departamento de Matemáticas, Cali, Colombia.

Publicado 2021-10-08

Palabras clave

  • Problema de complementariedad horizontal,
  • método de Newton inexacto,
  • proyección ortogonal

Cómo citar

Arias, C., Pérez, R., & Martínez, H. (2021). Un algoritmo Newton inexacto para complementariedad horizontal. Revista Integración, Temas De matemáticas, 39(2), 217–239. https://doi.org/10.18273/revint.v39n2-20210005

Resumen

En este artículo, proponemos un nuevo algoritmo tipo Newton inexacto para resolver el problema de complementariedad horizontal mediante su reformulación como un problema de minimización restricto. El algoritmo usa la estrategia de combinar una dirección Newton inexacta con su proyección sobre el conjunto factible; esta última opción solo se usa cuando se necesita garantizar factibilidad. Además, presentamos un análisis teórico y numérico del nuevo algoritmo.

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