A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties

DOI10.1007/S00245-005-0827-0zbMath1112.90083OpenAlexW1974299940MaRDI QIDQ2493287

Jie Sun, Zheng-Hai Huang

Publication date: 12 June 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-005-0827-0

zbMATH Keywords

Global convergenceLinear complementarity problemGlobal linear convergenceLocal superlinear convergenceNon-interior continuation algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (17)

Global and global linear convergence of smoothing algorithm for the Cartesian \(P_*(\kappa)\)-SCLCP ⋮ An inexact smoothing method for the monotone complementarity problem over symmetric cones ⋮ Convergence of a non-interior continuation algorithm for the monotone SCCP ⋮ A note on quadratic convergence of a smoothing Newton algorithm for the LCP ⋮ Solvability of Newton equations in smoothing-type algorithms for the SOCCP ⋮ A non-interior continuation algorithm for the CP based on a generalized smoothing function ⋮ Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions ⋮ A non-monotone regularization Newton method for the second-order cone complementarity problem ⋮ A smoothing-type algorithm for solving system of inequalities ⋮ Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem ⋮ Convergence of a smoothing-type algorithm for the monotone affine variational inequality problem ⋮ Numerical study of a smoothing algorithm for the complementarity system over the second-order cone ⋮ A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties ⋮ Smoothing algorithms for complementarity problems over symmetric cones ⋮ Smoothing-type algorithm for solving linear programs by using an augmented complementarity problem ⋮ Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem ⋮ A new smoothing method for solving nonlinear complementarity problems

This page was built for publication: A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties