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A New Higher Order Convergence Algorithm forLinear Complementarity Problems

LIU Guo-zhi, SONG Dai-cai   

  1. Department of Mathematics and Science, Fushun Petroleum Institute, Fushun 113001, China
  • Received:2001-06-04 Revised:1900-01-01 Online:2002-07-26 Published:2002-07-26
  • Contact: LIU Guo-zhi

Abstract: The present paper presents a non-interior continuation method for solving linear complementarity problems without strictly complementarity, where r>0 is any integer. The new algorithm follows the smoothing path generated by means of the smoothing equations via aggregate function, and is proved to be of global linear and local r-th order convergence under suitable assumptions and conditions.

Key words: linear complementarity, higher order convergence, aggregate function

CLC Number: 

  • O221.2