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A smoothing Newton algorithm for weighted linear complementarity problem

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Abstract

In this paper, we present a new smoothing Newton method for solving monotone weighted linear complementarity problem (WCP). Our algorithm needs only to solve one linear system of equation and performs one line search per iteration. Any accumulation point of the iteration sequence generated by our algorithm is a solution of WCP. Under suitable conditions, our algorithm has local quadratic convergence rate. Numerical experiments show the feasibility and efficiency of the algorithm.

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Acknowledgments

The author would like to thank two anonymous reviewers for their invaluable suggestions. This research is supported by the Special Fund for Basic Scientific Research of Central Colleges, Chang’an University (No. 2013G1121086).

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  1. School of Science, Chang’an University, Xi’an, 710064, China

    Zhang Jian

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  1. Zhang Jian
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Correspondence to Zhang Jian.

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Jian, Z. A smoothing Newton algorithm for weighted linear complementarity problem. Optim Lett 10, 499–509 (2016). https://doi.org/10.1007/s11590-015-0877-4

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  • DOI: https://doi.org/10.1007/s11590-015-0877-4

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