Global Linear and Quadratic One-step Smoothing Newton Method for P 0 -LCP
作者： Liping Zhang , Xiangsun Zhang
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摘要: We propose a new smoothing Newton method for solving the P0-matrix linear complementarity problem (P0-LCP) based on CHKS function. Our algorithm solves only one system of equations and performs line search per iteration. It is shown to converge P0-LCP solution globally linearly locally quadratically without strict assumption at solution. To best author's knowledge, this first one-step possess both global local quadratic convergence. Preliminary numerical results indicate that proposed promising.
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