On smoothing methods for the P0 matrix linear complementarity problem

Xiaojun Chen; Yinyu Ye

doi:10.1137/S1052623498335080

On smoothing methods for the P0 matrix linear complementarity problem

Xiaojun Chen, Yinyu Ye

Research output: Journal article publication › Journal article › Academic research › peer-review

30 Citations (Scopus)

Abstract

In this paper, we propose a Big-Γ smoothing method for solving the P0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P0 matrix linear complementarity problem has a solution. The method has been tested on the P0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.

Original language	English
Pages (from-to)	341-363
Number of pages	23
Journal	SIAM Journal on Optimization
Volume	11
Issue number	2
DOIs	https://doi.org/10.1137/S1052623498335080
Publication status	Published - 1 Jan 2000
Externally published	Yes

Keywords

Linear complementarity problem
P matrix 0
Smoothing algorithm

ASJC Scopus subject areas

General Mathematics
Applied Mathematics

More information

10.1137/S1052623498335080

Cite this

@article{442dcbc17ea74ead9987b93b3485521f,

title = "On smoothing methods for the P0 matrix linear complementarity problem",

abstract = "In this paper, we propose a Big-Γ smoothing method for solving the P0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P0 matrix linear complementarity problem has a solution. The method has been tested on the P0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.",

keywords = "Linear complementarity problem, P matrix 0, Smoothing algorithm",

author = "Xiaojun Chen and Yinyu Ye",

year = "2000",

month = jan,

day = "1",

doi = "10.1137/S1052623498335080",

language = "English",

volume = "11",

pages = "341--363",

journal = "SIAM Journal on Optimization",

issn = "1052-6234",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "2",

}

TY - JOUR

T1 - On smoothing methods for the P0 matrix linear complementarity problem

AU - Chen, Xiaojun

AU - Ye, Yinyu

PY - 2000/1/1

Y1 - 2000/1/1

N2 - In this paper, we propose a Big-Γ smoothing method for solving the P0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P0 matrix linear complementarity problem has a solution. The method has been tested on the P0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.

AB - In this paper, we propose a Big-Γ smoothing method for solving the P0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P0 matrix linear complementarity problem has a solution. The method has been tested on the P0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.

KW - Linear complementarity problem

KW - P matrix 0

KW - Smoothing algorithm

UR - http://www.scopus.com/inward/record.url?scp=0034353739&partnerID=8YFLogxK

U2 - 10.1137/S1052623498335080

DO - 10.1137/S1052623498335080

M3 - Journal article

SN - 1052-6234

VL - 11

SP - 341

EP - 363

JO - SIAM Journal on Optimization

JF - SIAM Journal on Optimization

IS - 2

ER -

On smoothing methods for the P0 matrix linear complementarity problem

Abstract

Keywords

ASJC Scopus subject areas

More information

Other files and links

Fingerprint

Cite this