Name
Title | ||
|---|---|---|
Solving equations via the trust region and its application to a class of stochastic linear complementarity problems |
Abstract | ||
|---|---|---|
Equations with box constraints are applied in many fields, for example the complementarity problem. After studying the existing methods, we find that quadratic convergence of majority algorithms is based on the solvability of the equations. But whether the equations are solvable is previously unknown. So, it is necessary to design an algorithm which has fast quadratic convergence. The quadratic convergence does not depend on the solvability of the equations. In this paper, we propose a new method for solving equations. The global and local quadratic convergence of the proposed algorithm are established under some suitable assumptions. We apply the proposed algorithm to a class of stochastic linear complementarity problems. Numerical results show that our method is valid. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.camwa.2011.01.033 | Computers & Mathematics with Applications |
Keywords | Field | DocType |
stochastic linear complementarity problem,equations,local quadratic convergence,trust region method,semi-smooth,box constraint,quadratic convergence,proposed algorithm,complementarity problem,trust region,existing method,numerical result,new method,majority algorithm,stochastic linear complementarity,linear complementarity problem | Complementarity (molecular biology),Trust region,Equation solving,Mathematical optimization,Mathematical analysis,Complementarity theory,Lemke's algorithm,Rate of convergence,Linear complementarity problem,Mixed complementarity problem,Mathematics | Journal |
Volume | Issue | ISSN |
61 | 6 | Computers and Mathematics with Applications |
Citations | PageRank | References |
2 | 0.40 | 12 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hongwei Liu | 1 | 78 | 12.29 |
| Xiangli Li | 2 | 24 | 5.55 |
| Yakui Huang | 3 | 30 | 4.96 |