Non-Interior Continuation Method for Solving the Monotone Semidefinite Complementarity Problem

Applied Mathematics and Optimization

Volumn 47, Issue 3, 2003, Pages 195-211

  Huang, Zhenghai ^a   Han, Jiye ^a  

^a INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Global linear convergence; Local quadratic convergence; Monotone semidefinite complementarity problem; Non interior continuation method

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIATION (CALCULUS); FUNCTIONS; ITERATIVE METHODS; LINEAR EQUATIONS; MATRIX ALGEBRA; PROBLEM SOLVING;

MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEM; NON-INTERIOR CONTINUATION METHOD;

COMPUTATIONAL METHODS;

EID: 0348163537     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-003-0765-7     Document Type: Article

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