A smoothing Newton method for extended vertical linear complementarity problems
文献类型：期刊论文
| 作者 | Qi, HD; Liao, LZ |
| 刊名 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
 |
| 出版日期 | 1999-10-27 |
| 卷号 | 21期号:1页码:45-66 |
| 关键词 | aggregation function smoothing Newton method semismoothness global convergence |
| ISSN号 | 0895-4798 |
| 英文摘要 | In this paper, we reformulate the extended vertical linear complementarity problem (EVLCP(m, q)) as a nonsmooth equation H(t, x) = 0, where H : Rn+1 --> Rn+1, t is an element of R is a parameter variable, and x is an element of R is the original variable. H is continuously differentiable except at such points (t, x) with t = 0. Furthermore H is strongly semismooth. The reformulation of EVLCP(m; q) as a nonsmooth equation is based on the so-called aggregation (smoothing) function. As a result, a Newton-type method is proposed which generates a sequence {w(k) = (t(k), x(k))} with all t(k) > 0. We prove that every accumulation point of this sequence is a solution of EVLCP(M,q) under the assumption of row W-0-property. If row W-property holds at the solution point, then the convergence rate is quadratic. Promising numerical results are also presented. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000083320600003 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14126]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Qi, HD |
| 作者单位 | 1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China 2.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong |
| 推荐引用方式 GB/T 7714 | Qi, HD,Liao, LZ. A smoothing Newton method for extended vertical linear complementarity problems[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,1999,21(1):45-66. |
| APA | Qi, HD,&Liao, LZ.(1999).A smoothing Newton method for extended vertical linear complementarity problems.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,21(1),45-66. |
| MLA | Qi, HD,et al."A smoothing Newton method for extended vertical linear complementarity problems".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 21.1(1999):45-66. |
入库方式： OAI收割
来源：数学与系统科学研究院
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