GLOBAL LINEAR AND QUADRATIC ONE-STEP SMOOTHING NEWTON METHOD FOR VERTICAL LINEAR COMPLEMENTARITY PROBLEMS
作者： Zhang Li-ping , Gao Zi-you
DOI: 10.1007/BF02437876
关键词:
摘要: A one-step smoothing Newton method is proposed for solving the vertical linear complementarity problem based on so-called aggregation function. The algorithm has following good features: (ⅰ) It solves only one system of equations and does line search at each iteration; (ⅱ) well-defined with block P0 matrix any accumulation point iteration sequence its solution. Moreover, bounded complementarily P0+R0 matrix; (ⅲ) both global local quadratic convergence without strict complementarity. Many existing methods do not have property (ⅲ).
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