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Global Convergence
Linear Complementarity Problem
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Strong Convergence
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A SmoothingType Algorithm for Solving Linear Complementarity Problems with Strong Convergence Properties
A SmoothingType Algorithm for Solving Linear Complementarity Problems with Strong Convergence Properties,10.1007/s002450079004y,Applied Mathematic
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A SmoothingType Algorithm for Solving Linear Complementarity Problems with Strong Convergence Properties
(
Citations: 6
)
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ZhengHai Huang
,
WeiZhe Gu
In this paper, we construct an augmented system of the standard monotone
linear complementarity problem
(LCP), and establish the relations between the augmented system and the LCP. We present a smoothingtype algorithm for solving the augmented system. The algorithm is shown to be globally convergent without assuming any
prior knowledge
of feasibility/infeasibility of the problem. In particular, if the LCP has a solution, then the algorithm either generates a maximal complementary solution of the LCP or detects correctly solvability of the LCP, and in the latter case, an existing smoothingtype algorithm can be directly applied to solve the LCP without any additional assumption and it generates a maximal complementary solution of the LCP; and that if the LCP is infeasible, then the algorithm detect correctly infeasibility of the LCP. To the best of our knowledge, such properties have not appeared in the existing literature for smoothingtype algorithms.
Journal:
Applied Mathematics and Optimization  APPL MATH OPT
, vol. 57, no. 1, pp. 1729, 2008
DOI:
10.1007/s002450079004y
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Citation Context
(2)
...Some further discussions involving this algorithmic framework can be found in Qi (2000),
Huang and Gu (2008)
, Huang et al. (2006, 2008)...
XiaoHong Liu
,
et al.
A smoothing Newton algorithm based on a oneparametric class of smooth...
...Recently, motivated by the smoothingtype methods for linear programming and complementarity problems, many methods for solving SOCPs have been proposed in [2], [4], [9], [11], [
13
], [16], [26]...
Liang Fang
,
et al.
A globally convergent noninterior point algorithm with full Newton st...
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Citations
(6)
A new class of penalized NCPfunctions and its properties
(
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J.S. Chen
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(
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(
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XiaoHong Liu
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Properties of a family of generalized NCPfunctions and a derivative free algorithm for complementarity problems
(
Citations: 3
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ShengLong Hu
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