One-step quadratic convergence of noninterior continuation method for NCP
One-step quadratic convergence of noninterior continuation method for NCP作者机构:Department of Mathematics Northern Jiaotong University Beijing China
出 版 物:《Chinese Science Bulletin》 (科学通报(英文版))
年 卷 期:1999年第44卷第20期
页 面:1858-1862页
核心收录:
学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学]
主 题:nonlinear complementarity problem noninterior continuation method one-step quadratic convergence.
摘 要:A noninterior continuation method is presented, with only the certering step used at each iteration, for nonlinear complementarity problem. It is shown that the algorithm is globally linearly and locally quadratically convergent under certain conditions.