Name
Title | ||
|---|---|---|
A globally convergent damped Gauss-Newton method for solving the extended linear complementarity problem. |
Abstract | ||
|---|---|---|
The extended linear complementarity problem (denoted by XLCP), of which the linear and horizontal linear complementarity problems are two special cases, can be reformulated as the solution of a non-smooth system of equations. By the symmetrically perturbed smoothing Fischer-Burmeister function, the XLCP is approximated by a family of parameterized smoothness optimization problems. A smoothing damped Gauss-Newton method is designed for solving the XLCP. The proposed algorithm is proved to be convergent globally under suitable assumptions. Some numerical results are reported in the paper. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1515/jnma-2015-0016 | JOURNAL OF NUMERICAL MATHEMATICS |
Keywords | Field | DocType |
Extended linear complementarity problem,damped Gauss-Newton method,global convergence,numerical results | Mathematical optimization,Gauss newton method,Mixed complementarity problem,Linear complementarity problem,Mathematics | Journal |
Volume | Issue | ISSN |
23 | 3 | 1570-2820 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Na Huang | 1 | 0 | 0.34 |
| Changfeng Ma | 2 | 197 | 29.63 |