Please use this identifier to cite or link to this item: https://doi.org/10.1080/10556780600627727
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dc.titleA smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution
dc.contributor.authorSun, J.
dc.contributor.authorHuang, Z.-H.
dc.date.accessioned2013-10-09T03:27:44Z
dc.date.available2013-10-09T03:27:44Z
dc.date.issued2006
dc.identifier.citationSun, 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
dc.identifier.issn10556788
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44134
dc.description.abstractBy 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1080/10556780600627727
dc.sourceScopus
dc.subjectFinite termination
dc.subjectLinear complementarity problem
dc.subjectMaximally complementary solution
dc.subjectSmoothing method
dc.subjectSufficient matrix
dc.typeConference Paper
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1080/10556780600627727
dc.description.sourcetitleOptimization Methods and Software
dc.description.volume21
dc.description.issue4
dc.description.page597-615
dc.description.codenOMSOE
dc.identifier.isiut000238565200008
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