Global linear and quadratic one-step smoothing newton method for P(0)-LCP

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	Global linear and quadratic one-step smoothing newton method for P(0)-LCP
	Zhang, LP ; Zhang, XS
	2003-04-01
发表期刊	JOURNAL OF GLOBAL OPTIMIZATION
ISSN	0925-5001
卷号	25 期号:4 页码:363-376
摘要	We propose a new smoothing Newton method for solving the P(0)-matrix linear complementarity problem (P(0)-LCP) based on CHKS smoothing function. Our algorithm solves only one linear system of equations and performs only one line search per iteration. It is shown to converge to a P(0)-LCP solution globally linearly and locally quadratically without the strict complementarity assumption at the solution. To the best of author's knowledge, this is the first one-step smoothing Newton method to possess both global linear and local quadratic convergence. Preliminary numerical results indicate that the proposed algorithm is promising.
关键词	P(0)-matrix linear complementarity problem smoothing Newton method global linear convergence quadratic convergence
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:000181236800002
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/18335
专题	应用数学研究所
通讯作者	Zhang, LP
作者单位	1.No Jiaotong Univ, Inst Syst Sci, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, LP,Zhang, XS. Global linear and quadratic one-step smoothing newton method for P(0)-LCP[J]. JOURNAL OF GLOBAL OPTIMIZATION,2003,25(4):363-376.
APA	Zhang, LP,&Zhang, XS.(2003).Global linear and quadratic one-step smoothing newton method for P(0)-LCP.JOURNAL OF GLOBAL OPTIMIZATION,25(4),363-376.
MLA	Zhang, LP,et al."Global linear and quadratic one-step smoothing newton method for P(0)-LCP".JOURNAL OF GLOBAL OPTIMIZATION 25.4(2003):363-376.