Title :
A Smoothing Quadratically Convergent Algorithm for the Generalized Complementarity Problem over a Polyhedral Cone
Author_Institution :
Feixian Sch., Linyi Normal Univ., Feixian, China
Abstract :
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 gamma-strongly monotone and Holder-continuous, based on which the 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.
Keywords :
complementarity; computational geometry; convergence; smoothing methods; Levenberg-Marquardt algorithm; generalized complementarity problem; global absolute error bound; polyhedral cone; quadratically convergent algorithm; smoothing method; Algorithm design and analysis; Convergence; Educational institutions; Estimation error; Jacobian matrices; Smoothing methods; algorithm; generalized complementarity problem; globally convergent; nondegenerate solution; quadratically convergent;
Conference_Titel :
Information Engineering, 2009. ICIE '09. WASE International Conference on
Conference_Location :
Taiyuan, Shanxi
Print_ISBN :
978-0-7695-3679-8
DOI :
10.1109/ICIE.2009.164
