A Self-Adaptive Projection and Contraction Method for Linear Complementarity Problems

Journal Article · Wed Oct 15 00:00:00 EDT 2003 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-003-0767-5· OSTI ID:21067466

Liao Lizhi, E-mail: [e-mail]; Wang Shengli ^[1]

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1. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong (China), E-mail: [e-mail]

In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.

• OSTI ID: 21067466
• Journal Information: Applied Mathematics and Optimization, Vol. 48, Issue 3; Other Information: DOI: 10.1007/s00245-003-0767-5; Copyright (c) 2003 Springer-Verlag; www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
CONTRACTION
CONVERGENCE
PERFORMANCE