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A new path-following algorithm for nonlinear P*complementarity problems

文献类型：期刊论文

作者Zhao, Y. B.; Li, D.
刊名COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
出版日期2006-06-01
卷号34期号:2页码:183-214
关键词nonlinear complementarity problems path-following algorithms regularized central path Tikhonov regularization P*-mappings
ISSN号0926-6003
DOI10.1007/s10589-005-3905-y
英文摘要Based on the recent theoretical results of Zhao and Li [Math. Oper. Res., 26 (2001), pp. 119-146], we present in this paper a new path-following method for nonlinear P* complementarity problems. Different from most existing interior-point algorithms that are based on the central path, this algorithm tracks the "regularized central path" which exists for any continuous P* problem. It turns out that the algorithm is globally convergent for any P* problem provided that its solution set is nonempty. By different choices of the parameters in the algorithm, the iterative sequence can approach to different types of points of the solution set. Moreover, local superlinear convergence of this algorithm can also be achieved under certain conditions.
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000238269100002
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2476]  
专题中国科学院数学与系统科学研究院
通讯作者Zhao, Y. B.
作者单位1.Chinese Acad Sci, AMSS, Inst Appl Math, Beijing 100080, Peoples R China
2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714		 Zhao, Y. B.,Li, D.. A new path-following algorithm for nonlinear P*complementarity problems[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2006,34(2):183-214.
APA Zhao, Y. B.,&Li, D..(2006).A new path-following algorithm for nonlinear P*complementarity problems.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,34(2),183-214.
MLA Zhao, Y. B.,et al."A new path-following algorithm for nonlinear P*complementarity problems".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 34.2(2006):183-214.

入库方式： OAI收割

来源：数学与系统科学研究院

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