D. Benterki, B. Merikhi (2001)
RAIRO - Operations Research - Recherche Opérationnelle
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In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
Zhensheng Yu, Qiang Li (2009)
Applications of Mathematics
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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...
Jingyong Tang, Guoping He, Li Dong, Liang Fang, Jinchuan Zhou (2013)
Applications of Mathematics
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In this paper we introduce a new smoothing function and show that it is coercive under suitable assumptions. Based on this new function, we propose a smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. It is shown that any accumulation point of the iteration sequence generated by the proposed algorithm is a solution to the SOCCP....
Abdel-Aziz, Mohammedi R., El-Alem, Mahmoud M. (2009)
International Journal of Mathematics and Mathematical Sciences
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Jiao, Hongwei, Feng, Qigao, Shen, Peiping, Guo, Yunrui (2008)
Mathematical Problems in Engineering
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Zdeněk Dostál (1999)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Liang Fang (2011)
Applications of Mathematics
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In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with -function (-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results...