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 |
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Pages (from-to) | 341-363 |
Number of pages | 23 |
Journal | SIAM Journal on Optimization |
Volume | 11 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jan 2000 |
Externally published | Yes |
Keywords
- Linear complementarity problem
- P matrix 0
- Smoothing algorithm
ASJC Scopus subject areas
- Mathematics(all)
- Applied Mathematics