A rapid algorithm for a class of linear complementarity problems

In this paper, we propose a new rapid projection method for solving a class of linear complementarity problems based on matrix split technique and the idea of proximal point algorithm. The global convergence of the method is analyzed. Numerical experiments show that the new method compared with some...

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Bibliographic Details
Published in:Applied mathematics and computation 2007-05, Vol.188 (2), p.1647-1655
Main Authors: Xu, M.H., Luan, G.F.
Format: Article
Language:English
Subjects:
Calculus of variations and optimal control
Exact sciences and technology
Global analysis, analysis on manifolds
Linear complementarity
Mathematical analysis
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Projection method
Proximal point algorithm
Sciences and techniques of general use
Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds
Variational inequalities
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Summary:In this paper, we propose a new rapid projection method for solving a class of linear complementarity problems based on matrix split technique and the idea of proximal point algorithm. The global convergence of the method is analyzed. Numerical experiments show that the new method compared with some existing methods has more efficiency and robustness in solving kinds of linear complementarity problems and can be applied very easily. Numerical experiments also show that the new method for those problems is almost not sensitive to the parameters used in this method.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2006.11.184