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Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem |
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| Authors: | Changfeng Ma Lihua Jiang |
| Affiliation: | aSchool of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, PR China bDepartment of Computer Science and Mathematics, Guilin University of Electronic Technology, Guilin 541004, PR China cDepartment of Mathematics and Physics, Anhui University of Science and Technology, Anhui Huainan 232001, PR China |
| Abstract: | A globally convergent Broyden-like method for solving a bi-obstacle problem is proposed based on its equivalent lower-dimensional linear complementarity problem. A suitable line search technique is introduced here. The global and superlinear convergence of the method is verified under appropriate assumptions. |
| Keywords: | Bi-obstacle problem Broyden-like method Global convergence Superlinear convergence |
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