A NEWTON-TYPE METHOD FOR POSITIVE-SEMIDEFINITE LINEAR COMPLEMENTARITY-PROBLEMS

被引：59

作者：

FISCHER, A

机构：

[1] Department of Mathematics, Dresden University of Technology, Dresden

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1995年 / 86卷 / 03期

关键词：

LINEAR COMPLEMENTARITY PROBLEMS; NEWTONS METHOD; GLOBAL AND LOCAL SUPERLINEAR CONVERGENCE;

D O I：

10.1007/BF02192160

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The paper presents a damped and perturbed Newton-type method for solving linear complementarity problems with positive-semidefinite matrices M. In particular, the following properties hold: all occurring subproblems are linear equations; each subproblem is uniquely solvable without any assumption; every accumulation point generated by the method solves the linear complementarity problem. The additional property of M to be an R(o)-matrix is sufficient, but not necessary, for the boundedness of the iterates. Provided that M is positive definite on a certain subspace, the method converges Q-quadratically.

引用

页码：585 / 608

页数：24

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