A modified damped Newton method for linear complementarity problems (Q857647)

This article presents a new Newton-type method for solving large sparse linear complementarity problems. The paper begins with a very useful introduction where the preliminaries for linear complementarity problems are presented and some existing algorithms are overviewed. This is followed by a section containing the necessary definitions, theorems and lemmas. The main contribution of the article then follows in section 3, which consists of a modified damped Newton method to solve these problems. Several theorems are presented and proven, and the global convergence of the resulting inexact splitting method is also investigated. The article concludes with a section of numerical results and a list of useful references.