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On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
Fang, SC; Han, JY; Huang, ZH; Birbil, SI
2005-11-01
Source PublicationJOURNAL OF GLOBAL OPTIMIZATION
ISSN0925-5001
Volume33Issue:3Pages:369-391
AbstractBy using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that under some milder than usual assumptions the proposed algorithm finds an exact solution of VLCP in a finite number of iterations. Some computational results are included to illustrate the potential of this approach.
Keywordentropy function finite termination non-interior continuation method vertical linear complementarity problems smoothing approximation
DOI10.1007/s10898-004-6098-5
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000233324900004
PublisherSPRINGER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/1340
Collection中国科学院数学与系统科学研究院
Corresponding AuthorFang, SC
Affiliation1.N Carolina State Univ, Raleigh, NC 27695 USA
2.Tsinghua Univ, Beijing 100084, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
4.Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China
5.Sabanci Univ, Fac Engn & Nat Sci, TR-34956 Istanbul, Turkey
Recommended Citation
GB/T 7714
Fang, SC,Han, JY,Huang, ZH,et al. On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems[J]. JOURNAL OF GLOBAL OPTIMIZATION,2005,33(3):369-391.
APA Fang, SC,Han, JY,Huang, ZH,&Birbil, SI.(2005).On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems.JOURNAL OF GLOBAL OPTIMIZATION,33(3),369-391.
MLA Fang, SC,et al."On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems".JOURNAL OF GLOBAL OPTIMIZATION 33.3(2005):369-391.
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