A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
نویسندگان
چکیده
منابع مشابه
A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
Based on the identification of indices active at a solution of the mixed complementarity problem (MCP), we propose a class of Newton methods for which local superlinear convergence holds under extremely mild assumptions. In particular, the error bound condition needed for the identification procedure and the nondegeneracy condition needed for the convergence of the resulting Newton method are i...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2005
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s105262340343590x