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Title: A non-interior continuation algorithm for the P0 or P * LCP with strong global and local convergence properties
Authors: Huang, Z.-H.
Sun, J. 
Keywords: Global convergence
Global linear convergence
Linear complementarity problem
Local superlinear convergence
Non-interior continuation algorithm
Issue Date: 2005
Citation: Huang, Z.-H., Sun, J. (2005). A non-interior continuation algorithm for the P0 or P * LCP with strong global and local convergence properties. Applied Mathematics and Optimization 52 (2) : 237-262. ScholarBank@NUS Repository.
Abstract: We propose a non-interior continuation algorithm for the solution of the linear complementarity problem (LCP) with a P0 matrix. The proposed algorithm differentiates itself from the current continuation algorithms by combining good global convergence properties with good local convergence properties under unified conditions. Specifically, it is shown that the proposed algorithm is globally convergent under an assumption which may be satisfied even if the solution set of the LCP is unbounded. Moreover, the algorithm is globally linearly and locally superlinearly convergent under a nonsingularity assumption. If the matrix in the LCP is a P* matrix, then the above results can be strengthened to include global linear and local quadratic convergence under a strict complementary condition without the nonsingularity assumption. © 2005 Springer Science+Business Media, Inc.
Source Title: Applied Mathematics and Optimization
ISSN: 00954616
DOI: 10.1007/s00245-005-0827-0
Appears in Collections:Staff Publications

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