On finite termination of an iterative method for linear complementarity problems |
| |
Authors: | Andreas Fischer Christian Kanzow |
| |
Institution: | (1) Institute for Numerical Mathematics, Technical University of Dresden, D-01062 Dresden, Germany;(2) Institute of Applied Mathematics, University of Hamburg, Bundesstrasse 55, D-20146 Hamburg, Germany |
| |
Abstract: | Based on a well-known reformulation of the linear complementarity problem (LCP) as a nondifferentiable system of nonlinear
equations, a Newton-type method will be described for the solution of LCPs. Under certain assumptions, it will be shown that
this method has a finite termination property, i.e., if an iterate is sufficiently close to a solution of LCP, the method
finds this solution in one step. This result will be applied to a recently proposed algorithm by Harker and Pang in order
to prove that their algorithm also has the finite termination property. |
| |
Keywords: | Linear complementarity problems Nonsmooth equations Generalized Jacobians Newton's method Finite termination |
本文献已被 SpringerLink 等数据库收录! |
|