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Chinese Academy of Sciences Institutional Repositories Grid
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
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
DOI10.1007/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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