Nonmonotone Inexact Newton Method for the Extended Linear Complementarity Problem

En este artículo, proponemos un nuevo algoritmo tipo Newton inexacto para resolver el problema de complementariedad horizontal mediante su reformulación como un problema de minimización restricto. El algoritmo usa la estrategia de combinar una dirección Newton inexacta con su proyección sobre el conjunto factible; esta última opción solo se usa cuando se necesita garantizar factibilidad. Además, presentamos un análisis teórico y numérico del nuevo algoritmo.

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Un algoritmo Newton inexacto para complementariedad horizontal

Arias¹,

Perez²,

Martínez³

2021

Rev Integr temas mat

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Nonmonotone Inexact Newton Method for the Extended Linear Complementarity Problem

Cited by 1 publication

References 26 publications

Un algoritmo Newton inexacto para complementariedad horizontal

Un algoritmo Newton inexacto para complementariedad horizontal

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