On finite termination of an iterative method for linear complementarity problems

被引：50
作者：
Fischer, A
Kanzow, C
机构：
[1] UNIV HAMBURG, INST APPL MATH, D-20146 HAMBURG, GERMANY
[2] TECH UNIV DRESDEN, INST NUMER MATH, D-01062 DRESDEN, GERMANY
来源：
MATHEMATICAL PROGRAMMING | 1996年 / 74卷 / 03期
关键词：
linear complementarity problems; nonsmooth equations; generalized Jacobians; Newton's method; finite termination;
D O I：
10.1007/BF02592200
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
Based on a well-known reformulation of the linear complementarity problem (LCP) as a nondifferentiable system of nonlinear equations, a Newton-type method will be described for the solution of LCPs. Under certain assumptions, it will be shown that this method has a finite termination property, i.e., if an iterate is sufficiently close to a solution of LCP, the method finds this solution in one step. This result will be applied to a recently proposed algorithm by Harker and Pang in order to prove that their algorithm also has the finite termination property.
引用
收藏
页码：279 / 292
页数：14
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