A non-interior continuation method for generalized linear complementarity problems

DOI10.1007/S101070050104MaRDI QIDQ1968796zbMATH OpenOpenAlexFDO

Authors Jiming Peng, Zhenghua Lin

Publication date 17 June 2002

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s101070050104

zbMATH Keywords

generalized linear complementarity problemnoninterior continuation method\(Q\)-quadratical convergence

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• New multiplier method for solving linear complementarity problems
• Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems
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• A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
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• Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem
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• The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
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• A two-step new modulus-based matrix splitting method for vertical linear complementarity problem

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