A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone
Joint Authors
Ma, Fengming
Sheng, Gang
Yin, Ying
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-08-25
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Making use of a smoothing NCP-function, we formulate the generalized complementarity problem (GCP) over a polyhedral cone as an equivalent system of equations.
Then we present a Newton-type method for the equivalent system to obtain a solution of the GCP.
Our method solves only one linear system of equations and performs only one line search at each iteration.
Under mild assumptions, we show that our method is both globally and superlinearly convergent.
Compared to the previous literatures, our method has stronger convergence results under weaker conditions.
American Psychological Association (APA)
Ma, Fengming& Sheng, Gang& Yin, Ying. 2013. A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-489197
Modern Language Association (MLA)
Ma, Fengming…[et al.]. A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone. Journal of Applied Mathematics No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-489197
American Medical Association (AMA)
Ma, Fengming& Sheng, Gang& Yin, Ying. A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-489197
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-489197