A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems

Yuan Li, Hai-Shan Han and Dan-Dan Yang

Journal of Mathematics, 2014, vol. 2014, 1-10

Abstract:

We consider a class of absolute-value linear complementarity problems. We propose a new approximation reformulation of absolute value linear complementarity problems by using a nonlinear penalized equation. Based on this approximation reformulation, a penalized-equation-based generalized Newton method is proposed for solving the absolute value linear complementary problem. We show that the proposed method is globally and superlinearly convergent when the matrix of complementarity problems is positive definite and its singular values exceed 1. Numerical results show that our proposed method is very effective and efficient.

Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/JMATH/2014/560578.pdf (application/pdf)
http://downloads.hindawi.com/journals/JMATH/2014/560578.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:560578

DOI: 10.1155/2014/560578

Access Statistics for this article

More articles in Journal of Mathematics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().