A non-interior continuation method for generalized linear complementarity problems
文献类型：期刊论文
| 作者 | Peng, JM; Lin, ZH |
| 刊名 | MATHEMATICAL PROGRAMMING
 |
| 出版日期 | 1999-12-01 |
| 卷号 | 86期号:3页码:533-563 |
| 关键词 | generalized linear complementarity problem non-interior continuation method Newton method Q-quadratical convergence |
| ISSN号 | 0025-5610 |
| 英文摘要 | In this paper, we propose a non-interior continuation method for solving generalized linear complementarity problems (GLCP) introduced by Cottle and Dantzig. The method is based on a smoothing function derived from the exponential penalty function first introduced by Kort and Bertsekas for constrained minimization. This smoothing function can also be viewed as a natural extension of Chen-Mangasarian's neural network smooth function. By using the smoothing function, we approximate GLCP as a family of parameterized smooth equations. An algorithm is presented to follow the smoothing path. Under suitable assumptions, it is shown that the algorithm is globally convergent and local Q-quadratically convergent. Few preliminary numerical results are also reported. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000084702000006 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14891]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Peng, JM |
| 作者单位 | 1.Acad Sinica, Inst Computat Math & Sci Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China 2.Jilin Univ, Dept Math, Changchun 130023, Peoples R China |
| 推荐引用方式 GB/T 7714 | Peng, JM,Lin, ZH. A non-interior continuation method for generalized linear complementarity problems[J]. MATHEMATICAL PROGRAMMING,1999,86(3):533-563. |
| APA | Peng, JM,&Lin, ZH.(1999).A non-interior continuation method for generalized linear complementarity problems.MATHEMATICAL PROGRAMMING,86(3),533-563. |
| MLA | Peng, JM,et al."A non-interior continuation method for generalized linear complementarity problems".MATHEMATICAL PROGRAMMING 86.3(1999):533-563. |
入库方式： OAI收割
来源：数学与系统科学研究院
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