A modified damped Newton method for linear complementarity problems

doi:10.1007/s11075-006-9028-4

	A modified damped Newton method for linear complementarity problems
	Bai, Zhong-Zhi; Dong, Jun-Liang
	2006-07-01
发表期刊	NUMERICAL ALGORITHMS
ISSN	1017-1398
卷号	42 期号:3-4 页码:207-228
摘要	We present a modified damped Newton method for solving large sparse linear complementarity problems, which adopts a new strategy for determining the stepsize at each Newton iteration. The global convergence of the new method is proved when the system matrix is a nondegenerate matrix. We then apply the matrix splitting technique to this new method, deriving an inexact splitting method for the linear complementarity problems. The global convergence of the resulting inexact splitting method is proved, too. Numerical results show that the new methods are feasible and effective for solving the large sparse linear complementarity problems.
关键词	linear complementarity problems damped Newton method inexact splitting method nondegenerate matrix H-matrix
DOI	10.1007/s11075-006-9028-4
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000242287600002
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/2765
专题	计算数学与科学工程计算研究所
通讯作者	Bai, Zhong-Zhi
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Bai, Zhong-Zhi,Dong, Jun-Liang. A modified damped Newton method for linear complementarity problems[J]. NUMERICAL ALGORITHMS,2006,42(3-4):207-228.
APA	Bai, Zhong-Zhi,&Dong, Jun-Liang.(2006).A modified damped Newton method for linear complementarity problems.NUMERICAL ALGORITHMS,42(3-4),207-228.
MLA	Bai, Zhong-Zhi,et al."A modified damped Newton method for linear complementarity problems".NUMERICAL ALGORITHMS 42.3-4(2006):207-228.