A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution

Please use this identifier to cite or link to this item: https://doi.org/10.1080/10556780600627727

Title:	A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution
Authors:	Sun, J. Huang, Z.-H.
Keywords:	Finite termination Linear complementarity problem Maximally complementary solution Smoothing method Sufficient matrix
Issue Date:	2006
Citation:	Sun, J., Huang, Z.-H. (2006). A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution. Optimization Methods and Software 21 (4) : 597-615. ScholarBank@NUS Repository. https://doi.org/10.1080/10556780600627727
Abstract:	By using a smoothing function, the linear complementarity problem (LCP) can be reformulated as a parameterized smooth equation. A Newton method with a projection-type testing procedure is proposed to solve this equation. We show that, for the LCP with a sufficient matrix, the iteration sequence generated by the proposed algorithm is bounded as long as the LCP has a solution. This assumption is weaker than the ones used in most existing smoothing algorithms. Moreover, we show that the proposed algorithm can find a maximally complementary solution to the LCP in a finite number of iterations.
Source Title:	Optimization Methods and Software
URI:	http://scholarbank.nus.edu.sg/handle/10635/44134
ISSN:	10556788
DOI:	10.1080/10556780600627727
Appears in Collections:	Staff Publications

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