A Non-Interior-Point Continuation Method for Linear Complementarity Problems 论文
1993SIAM Journal on Matrix Analysis and Applications引用 245
Matrix Theory and AlgorithmsAdvanced Optimization Algorithms ResearchIterative Methods for Nonlinear Equations
摘要
This paper presents a continuation method for linear complementarily problems based on a new smooth equation formulation. In particular, the case of a linear complementarity problem defined by a positive semidefinite or $P_0 $ matrix is studied in detail. Extensive numerical testing of the continuation method is performed for both problems in the literature and randomly generated problems.