-
42浏览
-
0点赞
-
0收藏
-
0分享
-
84下载
-
0评论
-
引用
期刊论文
A GLOBAL LINEAR AND LOCAL QUADRATIC NONINTERIOR CONTINUATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS BASED ON CHEN-MANGASARIAN SMOOTHING FUNCTIONS
SIAM J. OPTIM. 1999 Society for Industrial and Applied Mathematics Vol. 9, No.3, pp. 605~623,-0001,():
A noninterior continuation method is proposed for nonlinear complementarity problems. It improves the noninterior continuation methods recently studied by Burke and Xu [Math. Oper. Res., 23 (1998), pp. 719{734} and Xu [The Global Linear Convergence of an Infeasible Non-Interior Path-following Algorithm for Complementarity Problems with Uniform P-functions, Preprint, Department of Mathematics, University of Washington, Seattle, 1996]; the interior point neighborhood technique is extended to a broader class of smoothing functions introduced by Chen and Mangasarian [Comput. Optim. Appl., 5 (1996), pp. 97{138}. The method is shown to be globally linearly convergent following the methodology established by Burke and Xu. In addition, a local acceleration step is added to the method so that it is also locally quadratically convergent under suitable assumptions.
【免责声明】以下全部内容由[修乃华]上传于[2005年04月15日 22时43分04秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。
本学者其他成果
同领域成果