A damped semismooth Newton iterative method for solving mixed linear complementarity problems.

Authors :: Wu, Lei
Sun, Zhe
Zeng, Jinping
Source :: Optimization Methods & Software; Dec2012, Vol. 27 Issue 6, p951-967, 17p
Publication Year :: 2012
Abstract: In this paper, we propose a damped semismooth Newton iterative method for mixed linear complementarity problems. Under appropriate conditions, we prove that the method exhibits monotone and superlinear convergence properties. [ABSTRACT FROM AUTHOR]

Subjects :: SEMISMOOTH Newton methods
ITERATIVE methods (Mathematics)
PROBLEM solving
LINEAR complementarity problem
STOCHASTIC convergence
MATHEMATICAL analysis
DAMPING (Mechanics)
MATHEMATICAL proofs

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