A noninterior continuation method is proposed for semidefinite complementarity problem （SDCP）. This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main proper...A noninterior continuation method is proposed for semidefinite complementarity problem （SDCP）. This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are： （i） it is well d.efined for the monotones SDCP; （ii） it has to solve just one linear system of equations at each step; （iii） it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.展开更多
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...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.展开更多
基金This work was supported by the National Natural Science Foundation of China (10201001, 70471008)
文摘A noninterior continuation method is proposed for semidefinite complementarity problem （SDCP）. This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are： （i） it is well d.efined for the monotones SDCP; （ii） it has to solve just one linear system of equations at each step; （iii） it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.
文摘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.
