Volume no :6, Issue no: 1, September 2010

Journal of Mathematical Sciences: Advances and Applications

A SUPERLINEARLY CONVERGENT SSLE ALGORITHM FOR OPTIMIZATION PROBLEMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS

Author's: Cong Zhang, Zhibin Zhu and Minglei Fang
Pages: [149] - [164]
Received Date: May 10, 2010
Submitted by:

Abstract

In this paper, a sequential system of linear equations (SSLE) algorithm for solving mathematical problem with linear complementarity constraints is introduced, which uses Fischer-Burmeister (F-B) function and smoothing technique to rewrite the complementarity constraints Under some suitable conditions without upper level complementarity, the proposed method is proved to possess global convergence and superlinear convergence.

Keywords

mathematics programs with equilibrium constraints, sequential system of linear equations, global convergence, superlinear convergence.