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Abstract
The extended linear complementarity problem (denoted by XLCP), of which the linear and horizontal linear complementarity problems are two special cases, can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed smoothing Fischer-Burmeister function, the XLCP is approximated by a family of parameterized smoothness optimization problems. Asmoothing damped Gauss-Newton method is designed for solving the XLCP. The proposed algorithm is proved to be convergent globally under suitable assumptions. Some numerical results are reported in the paper
Keywords : Extended linear complementarity problem; damped Gauss-Newton method; global convergence; numerical results
Received: 2014-3-6
Accepted: 2014-4-22
Published Online: 2015-11-3
Published in Print: 2015-9-1
© 2015 by Walter de Gruyter Berlin/Boston
