A self-adaptive trust region method for the extended linear complementarity problems

被引：4
|
作者：
Yu, Zhensheng [1 ,2 ]
Li, Qiang [1 ,3 ]
机构：
[1] Univ Shanghai Sci & Technol, Coll Sci, Shanghai 200093, Peoples R China
[2] Shanghai Univ Sci & Technol, Coll Sci, Shanghai 200093, Peoples R China
[3] Shanghai Univ Sci & Technol, Coll Opt Elect & Comp Engn, Shanghai 200093, Peoples R China
来源：
APPLICATIONS OF MATHEMATICS | 2009年 / 54卷 / 01期
基金：
中国国家自然科学基金;
关键词：
extended linear complementarity; self-adaptive trust region method; global convergence; local superlinear convergence; CONVERGENCE; ALGORITHMS;
D O I：
10.1007/s10492-009-0004-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.
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页码：53 / 65
页数：13
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