Quadratic one-step smoothing Newton method for P₀-LCP without strict complementarity.
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Publication:1406258
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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Cited in
(11)- Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity
- Global linear and quadratic one-step smoothing Newton method for \(P_0\)-LCP
- Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
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