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Convergence Analysis of Gauss–Newton Methods for the Complementarity Problem

P. K. Subramanian and N. H. Xiu
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P. K. Subramanian: California State University at Los Angeles
N. H. Xiu: Academia Sinica

Journal of Optimization Theory and Applications, 1997, vol. 94, issue 3, No 10, 727-738

Abstract: Abstract In a recent paper (Ref. 1), the first author presented a damped Gauss–Newton algorithm to solve the complementarity problem. Although the conclusions of the convergence theorems in the paper are valid, the proofs contain minor errors. The aim of this paper is to give correct proofs and also to show that they are valid under milder conditions.

Keywords: Complementarity problems; Gauss–Newton algorithm; nonlinear systems of equations (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022661202977

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