On smoothing methods for the P-0 matrix linear complementarity problem

Authors
Citation
Xj. Chen et Yy. Ye, On smoothing methods for the P-0 matrix linear complementarity problem, SIAM J OPTI, 11(2), 2000, pp. 341-363
Citations number
20
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
11
Issue
2
Year of publication
2000
Pages
341 - 363
Database
ISI
SICI code
1052-6234(20001110)11:2<341:OSMFTP>2.0.ZU;2-8
Abstract
In this paper, we propose a Big-Gamma smoothing method for solving the P-0 matrix linear complementarity problem. We study the trajectory defined by t he augmented smoothing equations and global convergence of the method under an assumption that the original P-0 matrix linear complementarity problem has a solution. The method has been tested on the P-0 matrix linear complem entarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.