Article ID Journal Published Year Pages File Type
9506635 Applied Mathematics and Computation 2005 14 Pages PDF
Abstract
In this paper, the generalized linear complementarity problem over a polyhedral cone (GLCP) is reformulated as an unconstrained optimization, based on which we propose a Newton-type algorithm to solve it. Under certain conditions, we show that the algorithm converges globally and quadratically. Preliminary numerical experiments are also reported in this paper.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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