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Complementarity problem 1 P0-function 1 R0-function 1 interior-point method 1 non-interior method 1 path following 1
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SHI, ZHEN-JUN 1 SUN, MIN 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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NON-INTERIOR CONTINUATION METHOD FOR COMPLEMENTARITY PROBLEMS IN ABSENCE OF STRICT COMPLEMENTARITY
SUN, MIN; SHI, ZHEN-JUN - In: Asia-Pacific Journal of Operational Research (APJOR) 23 (2006) 01, pp. 107-122
problems with R0-function and P0-function in the absence of strict complementarity. At each iteration, the continuation method …0-function and its Hessian is Lipschitz continuous, we prove the global convergence of the new method. The new method … solves one linear system of equations and performs one line search. When the underlying mapping is both a P0-function and a R …
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