A Self-Adaptive Projection and Contraction Method for Linear Complementarity Problems

Lizhi LIAO*, Shengli Wang

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

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 languageEnglish
Pages (from-to)169-180
Number of pages12
JournalApplied Mathematics and Optimization
Volume48
Issue number3
DOIs
Publication statusPublished - 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

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