A smoothing Gauss-Newton method for the generalized HLCP

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:129

Article; Proceedings Paper

Xiu, NH ; Zhang, JZ

关键词: generalized horizontal linear complementarity problem;    smoothing Gauss-Newton method;    global quadratic convergence;    local quadratic convergence;   

DOI  :  10.1016/S0377-0427(00)00550-1

来源: Elsevier

【 摘 要 】

In this paper, we present a smoothing Gauss-Newton method for solving the generalized horizontal linear complementarity problem and prove that the method is both globally and locally quadratically convergent under reasonable assumptions. As a by-product of our analysis, we obtain a sufficient condition for the existence and boundedness of the solutions to the problem. (C) 2001 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free