A smoothing Gauss-Newton method for the generalized HLCP (Q5936078)
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scientific article; zbMATH DE number 1612939
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English | A smoothing Gauss-Newton method for the generalized HLCP |
scientific article; zbMATH DE number 1612939 |
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A smoothing Gauss-Newton method for the generalized HLCP (English)
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2 July 2001
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The authors present a smoothing Gauss-Newton method for solving the generalized horizontal linear complementarity problem (HLCP) and prove that the method is both globally and locally convergent under reasonable assumptions. As a consequence, a sufficient condition for the existence and boundedness of the solutions to the problem is obtained.
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quadratic convergence
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smoothing Gauss-Newton method
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horizontal linear complementarity problem
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