Quadratic one-step smoothing Newton method for \(P_{0}\)-LCP without strict complementarity. (Q1406258)
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scientific article; zbMATH DE number 1978089
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| English | Quadratic one-step smoothing Newton method for \(P_{0}\)-LCP without strict complementarity. |
scientific article; zbMATH DE number 1978089 |
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Quadratic one-step smoothing Newton method for \(P_{0}\)-LCP without strict complementarity. (English)
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9 September 2003
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The linear complementarity problem with a matrix having all principal minors nonnegative is equivalent to a system of equations with Kanzow's smoothing function. This is solved by Newton's method involving only one linear system and only one Armijo-type line search. The algorithm has local quadratic convergence under nonsingularity condition. Boundedness of iterations is guaranteed by another condition. A comparison with methods from the literature is given and it is claimed that the algorithm has stronger convergence properties under weaker assumptions than many others.
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linear complementarity problem
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Newton's method
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global convergence
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quadratic convergence
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smoothing
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line search
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0.9518027305603028
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0.9244816899299622
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0.9053356051445008
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0.9028074741363524
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