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

29 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

Mathematics(all)
Applied Mathematics

More information

10.1137/S1052623498335080

Cite this

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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.

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KW - P matrix 0

KW - Smoothing algorithm

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On smoothing methods for the P0 matrix linear complementarity problem

Abstract

Keywords

ASJC Scopus subject areas

More information

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