A TRULY GLOBALLY CONVERGENT FEASIBLE NEWTON-TYPE METHOD FOR MIXED COMPLEMENTARITY PROBLEMS

• 来源期刊: 计算数学（英文版）
• 关键词: Mixed complementarity problems Newton-type methods Global convergence Superlinear convergence.
• 年，卷（期）: 2004,（3）
• 页码范围: 347-360
• 页数: 14页
• 语种: 英文

摘要

Typical solution methods for solving mixed complementarity problems either generate feasible iterates but have to solve relatively complicated subproblems such as quadratic programs or linear complementarity problems, or (those methods) have relatively simple subproblems such as system of linear equations but possibly generate infeasible iterates.In this paper, we propose a new Newton-type method for solving monotone mixed complementarity problems, which ensures to generate feasible iterates, and only has to solve a system of well-conditioned linear equations with reduced dimension per iteration. Without any regularity assumption, we prove that the whole sequence of iterates converges to a solution of the problem (truly globally convergent). Furthermore, under suitable conditions,the local superlinear rate of convergence is also established.