A smoothing Newton algorithm for weighted linear complementarity problem

被引：35
|
作者：
Jian, Zhang [1 ]
机构：
[1] Changan Univ, Sch Sci, Xian 710064, Peoples R China
来源：
OPTIMIZATION LETTERS | 2016年 / 10卷 / 03期
关键词：
Weighted linear complementarity problem; Smoothing Newton method; Locally quadratic convergence; CONVERGENCE; P-0; NCP;
D O I：
10.1007/s11590-015-0877-4
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we present a new smoothing Newton method for solving monotone weighted linear complementarity problem (WCP). Our algorithm needs only to solve one linear system of equation and performs one line search per iteration. Any accumulation point of the iteration sequence generated by our algorithm is a solution of WCP. Under suitable conditions, our algorithm has local quadratic convergence rate. Numerical experiments show the feasibility and efficiency of the algorithm.
引用
收藏
页码：499 / 509
页数：11
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