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Licensed Unlicensed Requires Authentication Published by De Gruyter November 3, 2015

A globally convergent damped Gauss–Newton method for solving the extended linear complementarity problem

Na Huang and Changfeng Ma

Abstract

The extended linear complementarity problem (denoted by XLCP), of which the linear and horizontal linear complementarity problems are two special cases, can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed smoothing Fischer-Burmeister function, the XLCP is approximated by a family of parameterized smoothness optimization problems. Asmoothing damped Gauss-Newton method is designed for solving the XLCP. The proposed algorithm is proved to be convergent globally under suitable assumptions. Some numerical results are reported in the paper

Received: 2014-3-6
Accepted: 2014-4-22
Published Online: 2015-11-3
Published in Print: 2015-9-1

© 2015 by Walter de Gruyter Berlin/Boston