Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9506635 | Applied Mathematics and Computation | 2005 | 14 Pages |
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
Xinzhen Zhang, Fengming Ma, Yiju Wang,