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A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs
Zhao, YB; Li, D
2003
Source PublicationSIAM JOURNAL ON OPTIMIZATION
ISSN1052-6234
Volume13Issue:4Pages:1195-1221
AbstractBased on the concept of the regularized central path, new non interior-point path-following algorithm is proposed for solving the P-0 linear complementarity problem (P-0 LCP). The condition ensuring the global convergence of the algorithm for P-0 LCPs is weaker than most conditions previously used in the literature. This condition can be satisfied even when the strict feasibility condition, which has often been assumed in most existing non interior-point algorithms, fails to hold. When the algorithm is applied to P-* and monotone LCPs, the global convergence of this method requires no assumption other than the solvability of the problem. The local superlinear convergence of the algorithm can be achieved under nondegeneracy assumption. The effectiveness of the algorithm is demonstrated by our numerical experiments.
Keywordlinear complementarity problem non interior-point algorithm Tikhonov regularization P-0 matrix regularized central path
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000183166900014
PublisherSIAM PUBLICATIONS
Citation statistics
Cited Times:13[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/18242
Collection中国科学院数学与系统科学研究院
Affiliation1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
2.Chinese Acad Sci, Inst Appl Math, AMSS, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Zhao, YB,Li, D. A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs[J]. SIAM JOURNAL ON OPTIMIZATION,2003,13(4):1195-1221.
APA Zhao, YB,&Li, D.(2003).A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs.SIAM JOURNAL ON OPTIMIZATION,13(4),1195-1221.
MLA Zhao, YB,et al."A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs".SIAM JOURNAL ON OPTIMIZATION 13.4(2003):1195-1221.
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