Abstract
We present an efficient simplicial algorithm for computing a zero of a point-to-set mapping that is formed by piecing together smooth functions. Such mappings arise in nonlinear programming and economic equilibrium problems. Our algorithm, under suitable regularity conditions on the problem, generates a sequence converging at least Q-superlinearly to a zero of the mapping. Asymptotically, it operates in a space of reduced dimension, analogous to an active set strategy in the optimization setting, but it switches active sets automatically. Results of computational experiments are given.
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