A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPs
- Xinyang Normal University, School of Mathematics and Statistics (China)
This paper considers the linear weighted complementarity problem (denoted by LWCP) introduced by Potra (SIAM J Optim 22:1634–1654, 2012). Based on two weighted smoothing functions, we propose a new nonmonotone smoothing algorithm for solving the LWCP and establish its global and local quadratic convergence without the strict complementarity assumption. Compared to existing nonmonotone smoothing algorithms, the proposed algorithm solves the linear system only approximately which can save the computation work when one solves large-scale LWCPs. Moreover, the nonmonotone line search technique adopted in this paper includes the usual monotone line search and some existing nonmonotone line searches as special cases. Numerical results show that our algorithm is considerably efficient for solving large-scale LWCPs.
- OSTI ID:
- 22769253
- Journal Information:
- Computational and Applied Mathematics, Vol. 37, Issue 3; Other Information: Copyright (c) 2018 SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional; Country of input: International Atomic Energy Agency (IAEA); ISSN 0101-8205
- Country of Publication:
- United States
- Language:
- English
Similar Records
A Strongly and Superlinearly Convergent SQP Algorithm for Optimization Problems with Linear Complementarity Constraints
A Smoothing-Type Algorithm for Solving Linear Complementarity Problems with Strong Convergence Properties