A Smoothing Quadratically Convergent Algorithm for the Generalized Complementarity Problem over a Polyhedral Cone

被引：0

作者：

Chen, Kaixun ^{[1
]}

机构：

[1] Linyi Normal Univ, Feixian Sch, Feixian 273400, Shandong, Peoples R China

来源：

2009 WASE INTERNATIONAL CONFERENCE ON INFORMATION ENGINEERING, ICIE 2009, VOL I | 2009年

关键词：

generalized complementarity problem; algorithm; globally convergent; guadratically convergent; nondegenerate solution;

D O I：

10.1109/ICIE.2009.164

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we establish a global absolute error bound for the generalized complementarity problem over a Polyhedral Cone (CCP) with the underlying mapping being gamma-strongly monotone and Holder-continuous, based on which the famous Levenberg-Marquardt (L-M) algorithm is employed for obtaining its solution, and we show that L-M algorithm is quadratically convergent without nondegenerate solution.

引用

页码：505 / 508

页数：4

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