A Smoothing Quadratically Convergent Algorithm for the Generalized Complementarity Problem over a Polyhedral Cone

摘要：

In this paper, we establish a global absolute error bound for the generalized complementarity problem over a Polyhedral Cone (GCP) with the underlying mapping being γ-strongly monotone and Holder-continuous, based on whichthe famous Levenberg-Marquardt (L-M) algorithm is employed for obtaining its solution, and we show that L-M algorithm is quadratically convergent without nondegenerate solution.

关键词： generalized complementarity problem algorithm globally convergent quadratically convergent nondegenerate solution

作者: Kaixun Chen

作者单位: Feixian school, Linyi Normal University, Feixian, Shandong, 273400, P.R.China

会议类型: 国际会议

会议名称: 2009 WASE International Conference on Information Engineering(2009年国际信息工程会议)(ICIE 2009)

会议地点: 太原

会议语种:英文

页码: 505-508

在线出版日期: 2009-07-10（万方平台首次上网日期，不代表论文的发表时间）