Template-Type: ReDIF-Paper 1.0
Author-Name: Birbil, S.I.
Author-Name-Last: Birbil
Author-Name-First: Ilker
Author-Name: Fang, S-C.
Author-Name-Last: Fang
Author-Name-First: Shu-Cherng
Author-Name: Han, J.
Author-Name-Last: Han
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: 2002-09-16
File-URL: https://repub.eur.nl/pub/225/ERS-2002-72-LIS.pdf
File-Format: application/pdf
Series: RePEc:ems:eureri
Number: ERS-2002-72-LIS
Classification-JEL: M, M11, R4
Keywords: Newton method, entropy function, finite termination, smoothing approximation, vertical linear complementarity problems
Handle: RePEc:ems:eureri:225