A self-adaptive trust region method for the extended linear complementarity problems

Zhensheng Yu; Qiang Li

Applications of Mathematics (2009)

  • Volume: 54, Issue: 1, page 53-65
  • ISSN: 0862-7940

Abstract

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By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.

How to cite

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Yu, Zhensheng, and Li, Qiang. "A self-adaptive trust region method for the extended linear complementarity problems." Applications of Mathematics 54.1 (2009): 53-65. <http://eudml.org/doc/37807>.

@article{Yu2009,
abstract = {By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.},
author = {Yu, Zhensheng, Li, Qiang},
journal = {Applications of Mathematics},
keywords = {extended linear complementarity; self-adaptive trust region method; global convergence; local superlinear convergence; trust region algorithm; extended linear complementarity; global convergence; local superlinear convergence; trust region algorithm},
language = {eng},
number = {1},
pages = {53-65},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A self-adaptive trust region method for the extended linear complementarity problems},
url = {http://eudml.org/doc/37807},
volume = {54},
year = {2009},
}

TY - JOUR
AU - Yu, Zhensheng
AU - Li, Qiang
TI - A self-adaptive trust region method for the extended linear complementarity problems
JO - Applications of Mathematics
PY - 2009
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 54
IS - 1
SP - 53
EP - 65
AB - By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.
LA - eng
KW - extended linear complementarity; self-adaptive trust region method; global convergence; local superlinear convergence; trust region algorithm; extended linear complementarity; global convergence; local superlinear convergence; trust region algorithm
UR - http://eudml.org/doc/37807
ER -

References

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