On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems

doi:10.1007/s10898-004-6098-5

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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
发表期刊	JOURNAL OF GLOBAL OPTIMIZATION
ISSN	0925-5001
卷号	33 期号:3 页码:369-391
摘要	By 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.
关键词	entropy function finite termination non-interior continuation method vertical linear complementarity problems smoothing approximation
DOI	10.1007/s10898-004-6098-5
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000233324900004
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1340
专题	中国科学院数学与系统科学研究院
通讯作者	Fang, SC
作者单位	1.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
推荐引用方式 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.