Global linear and quadratic one-step smoothing newton method for P(0)-LCP
文献类型：期刊论文
| 作者 | Zhang, LP; Zhang, XS
|
| 刊名 | JOURNAL OF GLOBAL OPTIMIZATION
 |
| 出版日期 | 2003-04-01 |
| 卷号 | 25期号:4页码:363-376 |
| 关键词 | P(0)-matrix linear complementarity problem smoothing Newton method global linear convergence quadratic convergence |
| ISSN号 | 0925-5001 |
| 英文摘要 | We propose a new smoothing Newton method for solving the P(0)-matrix linear complementarity problem (P(0)-LCP) based on CHKS smoothing function. Our algorithm solves only one linear system of equations and performs only one line search per iteration. It is shown to converge to a P(0)-LCP solution globally linearly and locally quadratically without the strict complementarity assumption at the solution. To the best of author's knowledge, this is the first one-step smoothing Newton method to possess both global linear and local quadratic convergence. Preliminary numerical results indicate that the proposed algorithm is promising. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000181236800002 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18334]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhang, LP |
| 作者单位 | 1.No Jiaotong Univ, Inst Syst Sci, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, LP,Zhang, XS. Global linear and quadratic one-step smoothing newton method for P(0)-LCP[J]. JOURNAL OF GLOBAL OPTIMIZATION,2003,25(4):363-376. |
| APA | Zhang, LP,&Zhang, XS.(2003).Global linear and quadratic one-step smoothing newton method for P(0)-LCP.JOURNAL OF GLOBAL OPTIMIZATION,25(4),363-376. |
| MLA | Zhang, LP,et al."Global linear and quadratic one-step smoothing newton method for P(0)-LCP".JOURNAL OF GLOBAL OPTIMIZATION 25.4(2003):363-376. |
入库方式： OAI收割
来源：数学与系统科学研究院
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