A modified damped Newton method for linear complementarity problems

被引：0
作者：
Zhong-Zhi Bai
Jun-Liang Dong
机构：
[1] Academy of Mathematics and Systems Science,State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing
[2] Chinese Academy of Sciences,undefined
来源：
Numerical Algorithms | 2006年 / 42卷
关键词：
linear complementarity problems; damped Newton method; inexact splitting method; nondegenerate matrix; -matrix; 65H10; 65W05;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：207 / 228
页数：21
相关论文
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