English, Article edition: NON-INTERIOR CONTINUATION METHOD FOR COMPLEMENTARITY PROBLEMS IN ABSENCE OF STRICT COMPLEMENTARITY MIN SUN; ZHEN-JUN SHI

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Bookmark: http://trove.nla.gov.au/version/131453
Physical Description
  • article
Language
  • English

Edition details

Title
  • NON-INTERIOR CONTINUATION METHOD FOR COMPLEMENTARITY PROBLEMS IN ABSENCE OF STRICT COMPLEMENTARITY
Author
  • MIN SUN
  • ZHEN-JUN SHI
Physical Description
  • article
Notes
  • In this paper, by using a modified smoothing function, we propose a new continuation method for complementarity problems with R0-function and P0-function in the absence of strict complementarity. At each iteration, the continuation method solves one linear system of equations and performs one line search. When the underlying mapping is both a P0-function and a R0-function and its Hessian is Lipschitz continuous, we prove the global convergence of the new method. The new method also has global Q-linear and local Q-quadratical convergence rates under the same conditions.
  • Complementarity problem, P0-function, R0-function, path following, non-interior method, interior-point method
  • RePEc:wsi:apjorx:v:23:y:2006:i:01:p:107-122
Language
  • English
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