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A Newton-type algorithm for generalized linear complementarity problem over a polyhedral cone

delete2005-10-01
delete27
PRE
AI
X
Xinzhen Zhang
M
MA Feng-ming
Y
Yiju Wang
DOI：10.1016/j.amc.2004.09.057delete
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Abstract

Abstract

En 中文
in this paper, the generalized linear complementarity problem over a polyhedral cone (GLCP) is reformulated as an unconstrained optimization, based on which we propose a Newton-type algorithm to solve it. Under certain conditions, we show that the algorithrn converges globally and quadratically. Preliminary numerical experiments are also reported in this paper. (c) 2004 Elsevier Inc. All rights reserved.
Keywords:
GLCP
optimization reformulation
Newton-type algorithm

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

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