2015
DOI: 10.1016/j.cam.2015.04.006
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The modulus-based nonsmooth Newton’s method for solving linear complementarity problems

Abstract: a b s t r a c tAs applying the nonsmooth Newton's method to the equivalent reformulation of the linear complementarity problem, a modulus-based nonsmooth Newton's method is established and its locally quadratical convergence conditions are presented. In the implementation, local one step convergence is discussed by properly choosing the initial vector and the generalized Jacobian, and a mixed algorithm is given for finding an initial vector. Numerical experiments show that the proposed methods are efficient an… Show more

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Cited by 30 publications
(2 citation statements)
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“…The LCP has been well studied by using its modulus-based reformulation [52][53][54][55], and these studies provide important resources for further research on the TCP.…”
Section: Remark 42mentioning
confidence: 99%
“…The LCP has been well studied by using its modulus-based reformulation [52][53][54][55], and these studies provide important resources for further research on the TCP.…”
Section: Remark 42mentioning
confidence: 99%
“…Bai [20] presented a unified framework for the construction of modulus-based matrix splitting iteration methods. Since then, many scholars have developed various kinds of modulus-based matrix splitting iteration methods; see, for example, [21][22][23] for LCP and [24,25] for NCP. Recently, Wu and Li [26] proposed a class of new modulusbased matrix splitting methods for LCP.…”
Section: Introductionmentioning
confidence: 99%