On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
文献类型：期刊论文
| 作者 | Fang, SC; Han, JY; Huang, ZH; Birbil, SI |
| 刊名 | JOURNAL OF GLOBAL OPTIMIZATION
 |
| 出版日期 | 2005-11-01 |
| 卷号 | 33期号:3页码:369-391 |
| 关键词 | entropy function finite termination non-interior continuation method vertical linear complementarity problems smoothing approximation |
| ISSN号 | 0925-5001 |
| DOI | 10.1007/s10898-004-6098-5 |
| 英文摘要 | By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that under some milder than usual assumptions the proposed algorithm finds an exact solution of VLCP in a finite number of iterations. Some computational results are included to illustrate the potential of this approach. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000233324900004 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1339]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Fang, SC |
| 作者单位 | 1.N Carolina State Univ, Raleigh, NC 27695 USA 2.Tsinghua Univ, Beijing 100084, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 4.Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China 5.Sabanci Univ, Fac Engn & Nat Sci, TR-34956 Istanbul, Turkey |
| 推荐引用方式 GB/T 7714 | Fang, SC,Han, JY,Huang, ZH,et al. On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems[J]. JOURNAL OF GLOBAL OPTIMIZATION,2005,33(3):369-391. |
| APA | Fang, SC,Han, JY,Huang, ZH,&Birbil, SI.(2005).On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems.JOURNAL OF GLOBAL OPTIMIZATION,33(3),369-391. |
| MLA | Fang, SC,et al."On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems".JOURNAL OF GLOBAL OPTIMIZATION 33.3(2005):369-391. |
入库方式： OAI收割
来源：数学与系统科学研究院
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