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Applied Mathematics and Mechanics

, Volume 24, Issue 6, pp 738–746 | Cite as

Global linear and quadratic one-step smoothing newton method for vertical linear complementarity problems

  • Zhang Li-ping
  • Gao Zi-you
Article
  • 42 Downloads

Abstract

A one-step smoothing Newton method is proposed for solving the vertical linear complementarity problem based on the so-called aggregation function. The proposed algorithm has the following good features: (i) It solves only one linear system of equations and does only one line search at each iteration; (ii) It is well-defined for the vertical linear complementarity problem with vertical block P 0 matrix and any accumulation point of iteration sequence is its solution. Moreover, the iteration sequence is bounded for the vertical linear complementarity problem with vertical block P 0 +R 0 matrix; (iii) It has both global linear and local quadratic convergence without strict complementarity. Many existing smoothing Newton methods do not have the property (iii).

Key words

vertical linear complementarity problems smoothing Newton method global linear convergence quadratic convergence 

Chinese Library Classification

O177.91 

2000 MR Subject Classification

65K10 90C33 90C30 

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Copyright information

© Editorial Committee of Applied Mathematics and Mechanics 2003

Authors and Affiliations

  • Zhang Li-ping
    • 1
  • Gao Zi-you
    • 2
  1. 1.Department of Methematical SciencesTsinghua UniversityBeijingP. R. China
  2. 2.School of Traffic and TransportationNorthern Jiaotong UniversityBeijingP. R. China

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