A New Noninterior Predictor-Corrector Method for the P{sub 0} LCP
Journal Article
·
· Applied Mathematics and Optimization
- Department of Management Science and Engineering, School of Economics and Management, Tsinghua University, Beijing 100084 (China)
In this paper a new predictor-corrector noninterior method for LCP is presented, in which the predictor step is generated by the Levenberg-Marquadt method, which is new in the predictor-corrector-type methods, and the corrector step is generated as in [3]. The method has the following merits: (i) any cluster point of the iteration sequence is a solution of the P{sub 0} LCP; (ii) if the generalized Jacobian is nonsingular at a solution point, then the whole sequence converges to the (unique) solution of the P{sub 0} LCP superlinearly; (iii) for the P{sub 0} LCP, if an accumulation point of the iteration sequence satisfies the strict complementary condition, then the whole sequence converges to this accumulation point superlinearly. Preliminary numerical experiments are reported to show the efficiency of the algorithm.
- OSTI ID:
- 21067428
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 53; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
Similar Records
A Non-Interior Continuation Algorithm for the P{sub 0} or P{sub *} LCP with Strong Global and Local Convergence Properties
A Regularization Newton Method for Solving Nonlinear Complementarity Problems
An O((k + 1){sup 2}nL) infeasible-interior-point
Journal Article
·
Mon Aug 15 00:00:00 EDT 2005
· Applied Mathematics and Optimization
·
OSTI ID:21067434
A Regularization Newton Method for Solving Nonlinear Complementarity Problems
Journal Article
·
Sun Nov 14 23:00:00 EST 1999
· Applied Mathematics and Optimization
·
OSTI ID:21067537
An O((k + 1){sup 2}nL) infeasible-interior-point
Conference
·
Fri Dec 30 23:00:00 EST 1994
·
OSTI ID:36168