The modulus-based nonsmooth Newton's method for solving linear complementarity problems

The modulus-based nonsmooth Newton's method for solving linear complementarity problems
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求解线性互补问题的基于模的非光滑牛顿法

DOI:
10.1016/j.cam.2015.04.006
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发表时间:
2015-11
影响因子:
2.4
通讯作者:
Li, Wen
Li, Wen
中科院分区:
数学2区
文献类型:
--
作者:
Zheng, Hua;Li, Wen

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将非光滑牛顿法应用于线性互补问题的等价重构,建立了一种基于模的非光滑牛顿法,并给出了其局部二次收敛条件.在实现过程中,通过适当选择初始向量和广义雅可比矩阵,讨论了算法的局部一步收敛性,并给出了一种混合算法。数值实验表明,所提出的方法是有效的,并加快了基于模的矩阵分裂迭代法的收敛性能。
As 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 and accelerate the convergence performance of the modulus-based matrix splitting iteration methods.
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