A Generalized Newton Method for Solving Absolute Complementarity Problems
BAO Liping
YANG Dandan
Abstract:In this paper ,when the matrix A-Dx is positive definite in absolute complementarity problem , we transform solution of absolute value complementarity into solution of convex quadratic function minimi-zation problem .we propose a generalized Newton iterative algorithm for solving absolute value complemen-tarity problem.The global convergence of the algorithm was proved and numerical experiments show the ef -fectiveness of the proposed method .
Keywords:absolute complementarityquadratic functionminimum valuegeneralized Newton method
Publication Date:2015-01-01
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:3( 130-132 )
