GLOBAL CONVERGENCE PROPERTIES OF SOME ITERATIVE METHODS FOR LINEAR COMPLEMENTARITY-PROBLEMS

The subject of this work is a class of iterative methods for solving t he linear complementarity problem (LCP). These methods are based on a reformulation of the LCP consisting of a (usually) differentiable syst em of nonlinear equations, to which Neu ton's method is applied. Thus, the algorithms are locally Q-quadratically convergent. Furthermore, g lobal convergence results for these methods are proved for LCPs associ ated with R(0)-, nondegenerate, and P-matrices. Finally, some promisin g numerical results are reported for both constructed and randomly gen erated problems.