Template-Type: ReDIF-Paper 1.0
Author-Name: Fang, S-C.
Author-Name-Last: Fang
Author-Name-First: Shu-Cherng
Author-Name: Han, J.
Author-Name-Last: Han
Author-Name: Huang, Z.
Author-Name-Last: Huang
Author-Name-First: Zhen
Author-Name: Birbil, S.I.
Author-Name-Last: Birbil
Author-Name-First: Ilker
Title: On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems
Abstract: By using a smooth entropy function to approximate the non-smooth max-type function, a  vertical linear complementarity problem (VLCP) can be treated as a family of parameterized  smooth equations. A Newton-type method with a testing procedure is proposed to solve such  a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite  number of iterations, under some conditions milder than those assumed in literature.  Some computational results are included to illustrate the potential of this approach.
Creation-Date: 2002-12-31
File-URL: https://repub.eur.nl/pub/527/feweco20030218113418.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2002-50
Keywords: Entropy function, Finite termination, Newton method, Smoothing approximation, Vertical linear complementarity problems
Handle: RePEc:ems:eureir:527