OPTIMIZATION SEMINAR
Overview of the PATH Solver--Winner of the Beale-Orchard Hays Prize
for Excellence in Computational Mathematical Programming
Stephen C. Billups
University of Colorado at Denver
Department of Mathematics
Tuesday, Sep. 30, 1997, 12:00 noon
CU-Denver Bldg., Room 626
Abstract
The Beale-Orchard-Hays Prize is dedicated to the memory of Martin
Beale and William Orchard-Hays, pioneers in computational mathematical
programming. The prize is awarded every three years by the
Mathematical Programming Society to honor the outstanding paper in the
area of computational mathematical programming. This year, the prize
was awarded to Steven Dirkse and Michael Ferris for their paper
"The PATH solver: A Non-Monotone
Stabilization Scheme for Mixed Complementarity Problems",
Optimization Methods and Software, 5:123-156, 1995
The PATH solver is an implementation of a stabilized Newton method for the
solution of the Mixed Complementarity Problem. In this talk, we
give an overview of complementarity problems, describe how the
PATH solver works, and discuss some of the impact that this work has had
on the field.