| A TRULY GLOBALLY CONVERGENT FEASIBLE NEWTON-TYPE METHOD FOR MIXED COMPLEMENTARITY PROBLEMS |
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| 作者姓名： | DerenHan |
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| 作者单位： | School of |
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| 基金项目： | This research was supported by the NSFC grant 10231060. |
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| 摘 要： | Typical solution methods for solving mixed complementarity problems either generatefeasible iterates but have to solve relatively complicated subproblems such as quadraticprograms or linear complementarity problems,or(those methods)have relatively simplesubproblems such as system of linear equations but possibly generate infeasible iterates.In this paper,we propose a new Newton-type method for solving monotone mixed com-plementarity problems,which ensures to generate feasible iterates,and only has to solve asystem of well-conditioned linear equations with reduced dimension per iteration.Withoutany regularity assumption,we prove that the whole sequence of iterates converges to a so-lution of the problem(truly globally convergent).Furthermore,under suitable conditions,the local superlinear rate of convergence is also established.
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| 关 键 词： | 子问题 线性混合补给 可行性 二次方程 数学 微分学 |
A TRULY GLOBALLY CONVERGENT FEASIBLE NEWTON-TYPE METHOD FOR MIXED COMPLEMENTARITY PROBLEMS |
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| DerenHan.A TRULY GLOBALLY CONVERGENT FEASIBLE NEWTON-TYPE METHOD FOR MIXED COMPLEMENTARITY PROBLEMS[J].Journal of Computational Mathematics,2004,22(3):347-360. |
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| Authors: | Deren Han School of Mathematics and Computer Science Nanjing Normal University Nanjing China |
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| Institution: | Deren Han School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China |
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| Abstract: | Typical solution methods for solving mixed complementarity problems either generatefeasible iterates but have to solve relatively complicated subproblems such as quadraticprograms or linear complementarity problems,or(those methods)have relatively simplesubproblems such as system of linear equations but possibly generate infeasible iterates.In this paper,we propose a new Newton-type method for solving monotone mixed com-plementarity problems,which ensures to generate feasible iterates,and only has to solve asystem of well-conditioned linear equations with reduced dimension per iteration.Withoutany regularity assumption,we prove that the whole sequence of iterates converges to a so-lution of the problem(truly globally convergent).Furthermore,under suitable conditions,the local superlinear rate of convergence is also established. |
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| Keywords: | Mixed complementarity problems Newton-type methods Global convergence Superlinear convergence |
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