A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone | Zendy

MA Feng-ming | Zendy; Gang Sheng | Zendy; Ying Yin | Zendy

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A Superlinearly Convergent Method for the Generalized Complementarity Problem over a Polyhedral Cone

Author(s) -

MA Feng-ming,

Gang Sheng,

Ying Yin

Publication year - 2013

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2013/671402

Subject(s) - mathematics , line search , complementarity (molecular biology) , smoothing , cone (formal languages) , mathematical optimization , convergence (economics) , algorithm , computer science , statistics , genetics , economics , biology , economic growth , computer security , radius

Making use of a smoothing NCP-function, we formulate the generalized complementarity problem (GCP) over a polyhedral cone as an equivalent system of equations. Then we present a Newton-type method for the equivalent system to obtain a solution of the GCP. Our method solves only one linear system of equations and performs only one line search at each iteration. Under mild assumptions, we show that our method is both globally and superlinearly convergent. Compared to the previous literatures, our method has stronger convergence results under weaker conditions

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