A new noninterior predictor-corrector method for the p-0 lcp
文献类型:期刊论文
作者 | Zhang, JL; Chen, J |
刊名 | Applied mathematics and optimization
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出版日期 | 2006 |
卷号 | 53期号:1页码:79-100 |
关键词 | Lcp Predictor-corrector method Smoothing technique Superlinear convergence |
ISSN号 | 0095-4616 |
DOI | 10.1007/s00245-005-0836-z |
通讯作者 | Zhang, jl(jlzhang@gucas.ac.cn) |
英文摘要 | In this paper a new predictor-corrector noninterior method for lcp is presented, in which the predictor step is generated by the levenberg-marquadt method, which is new in the predictor-corrector-type methods, and the corrector step is generated as in [3]. the method has the following merits: (i) any cluster point of the iteration sequence is a solution of the p-0 lcp; (ii) if the generalized jacobian is nonsingular at a solution point, then the whole sequence converges to the (unique) solution of the p-0 lcp superlinearly; (iii) for the p-0, lcp, if an accumulation point of the iteration sequence satisfies the strict complementary condition, then the whole sequence converges to this accumulation point superlinearly. preliminary numerical experiments are reported to show the efficiency of the algorithm. |
WOS关键词 | NONLINEAR COMPLEMENTARITY-PROBLEMS ; PATH-FOLLOWING ALGORITHM ; CONTINUATION METHOD ; NEWTON METHOD ; VARIATIONAL INEQUALITY ; SMOOTHING FUNCTIONS ; MONOTONE LCP ; CONVERGENCE |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
语种 | 英语 |
WOS记录号 | WOS:000234408000004 |
出版者 | SPRINGER |
URI标识 | http://www.irgrid.ac.cn/handle/1471x/2379060 |
专题 | 中国科学院大学 |
通讯作者 | Zhang, JL |
作者单位 | 1.Chinese Acad Sci, Grad Univ, Res Ctr Data Technol & Knowledge Econ, Beijing 100080, Peoples R China 2.Tsing Hua Univ, Sch Econ & Management, Dept Management Sci & Engn, Beijing 100084, Peoples R China |
推荐引用方式 GB/T 7714 | Zhang, JL,Chen, J. A new noninterior predictor-corrector method for the p-0 lcp[J]. Applied mathematics and optimization,2006,53(1):79-100. |
APA | Zhang, JL,&Chen, J.(2006).A new noninterior predictor-corrector method for the p-0 lcp.Applied mathematics and optimization,53(1),79-100. |
MLA | Zhang, JL,et al."A new noninterior predictor-corrector method for the p-0 lcp".Applied mathematics and optimization 53.1(2006):79-100. |
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来源:中国科学院大学
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