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On the Newton-type method with admissible trajectories for mixed complementatiry problems

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Abstract

A new strategy is suggested for globalization of the convergence of the Newton method, which we proposed earlier, of the active set for the solution of mixed complementarity problems. The most important feature of the new algorithm is the admissibility of the trajectories generated by it.

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Authors and Affiliations

  1. Dorodnitsyn Computer Center, Russian Academy of Sciences, Moscow, Russia

    A. N. Daryina

  2. Moscow State University, Moscow, Russia

    A. F. Izmailov

Authors
  1. A. N. Daryina
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  2. A. F. Izmailov
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Additional information

Original Russian Text © A.N. Daryina, A.F. Izmailov, 2007, published in Avtomatika i Telemekhanika, 2007, No. 2, pp. 152–161.

This work was supported by the Russian Foundation for Basic Research, projects nos. 04-01-00619 and 04-01-00341, and grants of President of the Russian Federation for the State support of leading scientific schools, project no. NSH-1815.2003.1, and young Russian Doctors of Sciences, project no. MD-2723.2005.1.

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Daryina, A.N., Izmailov, A.F. On the Newton-type method with admissible trajectories for mixed complementatiry problems. Autom Remote Control 68, 351–360 (2007). https://doi.org/10.1134/S0005117907020154

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  • DOI: https://doi.org/10.1134/S0005117907020154

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