A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems
Joint Authors
Li, Yuan
Han, Hai-Shan
Yang, Dan-Dan
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-09-09
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We consider a class of absolute-value linear complementarity problems.
We propose a new approximation reformulation of absolute value linear complementarity problems by using a nonlinear penalized equation.
Based on this approximation reformulation, a penalized-equation-based generalized Newton method is proposed for solving the absolute value linear complementary problem.
We show that the proposed method is globally and superlinearly convergent when the matrix of complementarity problems is positive definite and its singular values exceed 1.
Numerical results show that our proposed method is very effective and efficient.
American Psychological Association (APA)
Li, Yuan& Han, Hai-Shan& Yang, Dan-Dan. 2014. A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems. Journal of Mathematics،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1041084
Modern Language Association (MLA)
Li, Yuan…[et al.]. A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems. Journal of Mathematics No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-1041084
American Medical Association (AMA)
Li, Yuan& Han, Hai-Shan& Yang, Dan-Dan. A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems. Journal of Mathematics. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1041084
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1041084