A full-Newton step non-interior continuation algorithm for a class of complementarity problems (Q408218)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A full-Newton step non-interior continuation algorithm for a class of complementarity problems |
scientific article |
Statements
A full-Newton step non-interior continuation algorithm for a class of complementarity problems (English)
0 references
29 March 2012
0 references
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.
0 references
Monotone convergence
0 references
linear convergence
0 references
non-interior continuation method
0 references
semilinear complementarity problems
0 references
free boundary value problems
0 references
numerical results
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
