Abstract
In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in [10] by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.
| Original language | English |
|---|---|
| Pages (from-to) | 169-180 |
| Number of pages | 12 |
| Journal | Applied Mathematics and Optimization |
| Volume | 48 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Nov 2003 |
Scopus Subject Areas
- Control and Optimization
- Applied Mathematics
User-Defined Keywords
- Convergence analysis
- Linear complementarity problem
- Projection and contraction method
- Self-adaptive technique