A Non-Interior Continuation Algorithm for the P0 or P* LCP with Strong Global and Local Convergence Properties

摘要: We propose a non-interior continuation algorithm for the solution of linear complementarity problem (LCP) with P0 matrix. The proposed differentiates itself from current algorithms by combining good global convergence properties local under unified conditions. Specifically, it is shown that globally convergent an assumption which may be satisfied even if set LCP unbounded. Moreover, linearly and locally superlinearly nonsingularity assumption. If matrix in P* matrix, then above results can strengthened to include quadratic strict complementary condition without