A non-interior continuation method for Generalized Linear Complementarity Problems

Mathematical Programming, Series B

Volumn 86, Issue 3, 1999, Pages 533-563

  Peng, Ji Ming ^a,b   Lin, Zhenghua ^c,d  

^a INSTITUTE OF COMPUTATIONAL MATHEMATICS AND SCIENTIFIC ENGINEERING COMPUTING   (China)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c JILIN UNIVERSITY   (China)

^d INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Generalized linear complementarity problem; Newton method; Non interior continuation method; Q quadratical convergence

Indexed keywords

EID: 0000810444     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050104     Document Type: Article

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