A generalized Newton method of high-order convergence for solving the large-scale linear complementarity problem

Journal of inequalities and applications

Yajun Xie¹ 

关键词: linear complementarity problem;    generalized Newton method;    high-order convergence;    the modulus-based nonlinear function;    additional parameter;    numerical test;    15A24;    65H10;    65F10;    65F30;   

DOI  :  10.1186/s13660-015-0937-4

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this paper, by extending the classical Newton method, we present the generalized Newton method (GNM) with high-order convergence for solving a class of large-scale linear complementarity problems, which is based on an additional parameter and a modulus-based nonlinear function. Theoretically, the performance of high-order convergence is analyzed in detail. Some numerical experiments further demonstrate the efficiency of the proposed new method.

【 授权许可】

CC BY