A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions
文献类型：期刊论文
| 作者 | Chen, BT; Xiu, NH |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 1999-10-19 |
| 卷号 | 9期号:3页码:605-623 |
| 关键词 | nonlinear complementarity problem continuation method smoothing function global linear convergence local quadratic convergence |
| ISSN号 | 1052-6234 |
| 英文摘要 | A noninterior continuation method is proposed for nonlinear complementarity problems. It improves the noninterior continuation methods recently studied by Burke and Xu [Math. Oper. Res., 23 (1998), pp. 719-734] and Xu [The Global Linear Convergence of an Infeasible Non-Interior Path-following Algorithm for Complementarity Problems with Uniform P-functions, Preprint, Department of Mathematics, University of Washington, Seattle, 1996]; the interior point neighborhood technique is extended to a broader class of smoothing functions introduced by Chen and Mangasarian [Comput. Optim. Appl., 5 (1996), pp. 97-138]. The method is shown to be globally linearly convergent following the methodology established by Burke and Xu. In addition, a local acceleration step is added to the method so that it is also locally quadratically convergent under suitable assumptions. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000083146400003 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14882]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Chen, BT |
| 作者单位 | 1.Washington State Univ, Dept Management & Syst, Pullman, WA 99164 USA 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, BT,Xiu, NH. A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions[J]. SIAM JOURNAL ON OPTIMIZATION,1999,9(3):605-623. |
| APA | Chen, BT,&Xiu, NH.(1999).A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions.SIAM JOURNAL ON OPTIMIZATION,9(3),605-623. |
| MLA | Chen, BT,et al."A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions".SIAM JOURNAL ON OPTIMIZATION 9.3(1999):605-623. |
入库方式： OAI收割
来源：数学与系统科学研究院
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