A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs

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	A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs
	Zhao, YB ; Li, D
	2003
发表期刊	SIAM JOURNAL ON OPTIMIZATION
ISSN	1052-6234
卷号	13 期号:4 页码:1195-1221
摘要	Based 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.
关键词	linear complementarity problem non interior-point algorithm Tikhonov regularization P-0 matrix regularized central path
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000183166900014
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18242
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, YB
作者单位	1.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
推荐引用方式 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.