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A modified damped Newton method for linear complementarity problems

文献类型：期刊论文

作者Bai, Zhong-Zhi; Dong, Jun-Liang
刊名NUMERICAL ALGORITHMS
出版日期2006-07-01
卷号42期号:3-4页码:207-228
关键词linear complementarity problems damped Newton method inexact splitting method nondegenerate matrix H-matrix
ISSN号1017-1398
DOI10.1007/s11075-006-9028-4
英文摘要We present a modified damped Newton method for solving large sparse linear complementarity problems, which adopts a new strategy for determining the stepsize at each Newton iteration. The global convergence of the new method is proved when the system matrix is a nondegenerate matrix. We then apply the matrix splitting technique to this new method, deriving an inexact splitting method for the linear complementarity problems. The global convergence of the resulting inexact splitting method is proved, too. Numerical results show that the new methods are feasible and effective for solving the large sparse linear complementarity problems.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000242287600002
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2764]  
专题计算数学与科学工程计算研究所
通讯作者Bai, Zhong-Zhi
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Bai, Zhong-Zhi,Dong, Jun-Liang. A modified damped Newton method for linear complementarity problems[J]. NUMERICAL ALGORITHMS,2006,42(3-4):207-228.
APA Bai, Zhong-Zhi,&Dong, Jun-Liang.(2006).A modified damped Newton method for linear complementarity problems.NUMERICAL ALGORITHMS,42(3-4),207-228.
MLA Bai, Zhong-Zhi,et al."A modified damped Newton method for linear complementarity problems".NUMERICAL ALGORITHMS 42.3-4(2006):207-228.

入库方式： OAI收割

来源：数学与系统科学研究院

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