A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

The plain Newton-min algorithm for solving the linear complementarity problem (LCP) “0⩽x⊥(Mx+q)⩾0” can be viewed as an instance of the plain semismooth Newton method on the equational version “min(x,Mx+q)=0” of the problem. This algorithm converges for any q when M is an M-matrix, but not when it is...

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Autores principales: Jean-Pierre Dussault, Mathieu Frappier, Jean Charles Gilbert
Formato: article
Lenguaje:EN
Publicado: Elsevier 2019
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Acceso en línea:https://doaj.org/article/e96a6ead91534eb1801297a47f42427e
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