DocumentCode
498685
Title
A Smoothing Quadratically Convergent Algorithm for the Generalized Complementarity Problem over a Polyhedral Cone
Author
Chen, Kaixun
Author_Institution
Feixian Sch., Linyi Normal Univ., Feixian, China
Volume
1
fYear
2009
fDate
10-11 July 2009
Firstpage
505
Lastpage
508
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Engineering, 2009. ICIE '09. WASE International Conference on
Conference_Location
Taiyuan, Shanxi
Print_ISBN
978-0-7695-3679-8
Type
conf
DOI
10.1109/ICIE.2009.164
Filename
5211446
Link To Document