Complementarity: Applications, Algorithms and Extensions

This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com­ invited papers were presented plementarity 99 (ICCP99) held in Madison, Wis

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Applied Optimization Volume 50

Series Editors: Panos M. Pardalos University of Florida, U.S.A. Donald Hearn University of Florida, U.S.A.

The titles published in this series are listed at the end of this volume.

Complementarity: Applications, Algorithms and Extensions Edited by

Michael C. Ferris Computer Sciences Department, University of Wisconsin, Madison, Wisconsin, U.S.A.

Olvi L. Mangasarian Computer Sciences Department, University of Wisconsin, Madison, Wisconsin, U.S.A.

and

Jong-Shi Pang Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, Maryland, U.S.A.

Springer-Science+Business Media, B.v.

A c.I.P. Catalogue record for this book is available from the Library of Congress.

Printed on acid-free paper

All Rights Reserved ISBN 978-1-4419-4847-2 ISBN 978-1-4757-3279-5 (eBook) DOI 10.1007/978-1-4757-3279-5 © 2001 Springer Science+Business Media Dordrecht

Originally published by Kluwer Academic Publishers in 2001. Softcover reprint of the hardcover 1st edition 2001 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner

Contents

Preface

vii

Stable Set and Minimum Graph Coloring Problems with the Positive Semidefinite Relaxation S. J. Benson €3 Y. Ye

1

Nonmonotone Path Following Methods for Nonsmooth Equations and Complementarity Problems Stephen C. Billups, Adam L. Speight €3 Layne T. Watson

19

Scalable Probabilistic Clustering P. S. Bradley, U. M. Fayyad €3 C. A. Reina

43

A complementarity eigenproblem in the stability analysis of finite dimensional elastic systems with frictional contact A. Pinto da Costa, 1. N. Figueiredo, J. J. Judice €3 J. A. C. Martins

67

Variational Inequality Models of Restructured Electricity Systems Olivier Daxhelet €3 Yves Smeers

85

Ap~roximating Maximum

Optimization Approaches to Semi-Supervised Learning Ayhan Demiriz €3 Kristin P. Bennett

121

Preprocessing Complementarity Problems Michael C. Ferris €3 Todd S. Munson

143

v

vi

Complementarity: Applications, Algorithms and Extensions

On the Connectedness of Solution Sets of Parametrized Equations and of Solution Sets in Linear Complementarity Problems M. Seetharama Gowda, G.S.R. Murthy (3 T. Parthasarathy

165

An Active Set-type Newton Method for Constrained Nonlinear Systems Christian K anzow

179

Mathematical Programming in Engineering Mechanics: Some Current Problems G. Maier, G. Bolzon (3 F. Tin-Loi

201

Data Discrimination via Nonlinear Generalized Support Vector Machines O. L. Mangasarian (3 David R. Musicant

233

On Constraint Qualifications for Mathematical Programs with Mixed Complementarity Constraints J. V. Outrata

253

A Generation Operation Planning Model in Deregulated Electricity Markets based on the Complementarity Problem Michel Rivier, Mariano Ventosa, Andres Ramos, Francisco Martinez-Corcoles (3 .Angel Chiarri Toscano

273

A Cl