A non-interior continuation algorithm for the CP based on a generalized smoothing function

DOI10.1016/J.CAM.2010.10.027MaRDI QIDQ629488zbMATH OpenOpenAlexFDO

Authors Li-Yong Lu, Wei-Zhe Gu

Publication date 9 March 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.10.027

zbMATH Keywords

algorithmcomplementarity problemglobal linear convergencelocal quadratic convergencenon-interior continuation algorithmnumerical results

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The complementarity problem (CP) can be reformulated as a system of parameterized smoothing equations. The non-interior continuation algorithm is one of the most effective methods for solving the complementarity problem in which two systems of linear equations and two or three line searches are performed in each iteration. In this paper, a non-interior continuation algorithm based on a proposed generalized smooth function is presented for solving the general complementarity problem. The proposed algorithm needs to solve at most one system of linear equations in each iteration. The algorithm is shown to be globally linear and locally quadratical convergent under suitable assumptions. Some numerical results are presented to illustrate the effectiveness of the algorithm.

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Cites work

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Cited in

(5)

• A non-interior continuation method for generalized linear complementarity problems
• A fixed-point method for a class of super-large scale nonlinear complementarity problems
• A full-Newton step non-interior continuation algorithm for a class of complementarity problems
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• scientific article; zbMATH DE number 2154047 (Why is no real title available?)

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