A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs
文献类型：期刊论文
| 作者 | Zhao, YB; Li, D |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2003 |
| 卷号 | 13期号:4页码:1195-1221 |
| 关键词 | linear complementarity problem non interior-point algorithm Tikhonov regularization P-0 matrix regularized central path |
| ISSN号 | 1052-6234 |
| 英文摘要 | Based on the concept of the regularized central path, new non interior-point path-following algorithm is proposed for solving the P-0 linear complementarity problem (P-0 LCP). The condition ensuring the global convergence of the algorithm for P-0 LCPs is weaker than most conditions previously used in the literature. This condition can be satisfied even when the strict feasibility condition, which has often been assumed in most existing non interior-point algorithms, fails to hold. When the algorithm is applied to P-* and monotone LCPs, the global convergence of this method requires no assumption other than the solvability of the problem. The local superlinear convergence of the algorithm can be achieved under nondegeneracy assumption. The effectiveness of the algorithm is demonstrated by our numerical experiments. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000183166900014 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18241]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, YB |
| 作者单位 | 1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, AMSS, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, YB,Li, D. A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs[J]. SIAM JOURNAL ON OPTIMIZATION,2003,13(4):1195-1221. |
| APA | Zhao, YB,&Li, D.(2003).A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs.SIAM JOURNAL ON OPTIMIZATION,13(4),1195-1221. |
| MLA | Zhao, YB,et al."A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs".SIAM JOURNAL ON OPTIMIZATION 13.4(2003):1195-1221. |
入库方式： OAI收割
来源：数学与系统科学研究院
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