A full-Newton step non-interior continuation algorithm for a class of complementarity problems (Q408218)
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scientific article; zbMATH DE number 6019384
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| English | A full-Newton step non-interior continuation algorithm for a class of complementarity problems |
scientific article; zbMATH DE number 6019384 |
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A full-Newton step non-interior continuation algorithm for a class of complementarity problems (English)
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29 March 2012
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Semilinear complementarity problems arising from the discretization of free boundary value problems are solved with a non-interior continuation method by using a full Newton step at each iteration step. The algorithm converges monotonically, and it is globally linearly and locally superlinearly convergent. Numerical results demonstrate the performance of the algorithm.
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Monotone convergence
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linear convergence
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non-interior continuation method
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semilinear complementarity problems
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free boundary value problems
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numerical results
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0.8245181441307068
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0.8067922592163086
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0.8061277270317078
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