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A generalized Newton method for non-Hermitian positive definite linear complementarity problem

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Abstract

In this paper, based on the implicit fixed-point equation of the linear complementarity problem (LCP), a generalized Newton method is presented to solve the non-Hermitian positive definite linear complementarity problem. Some convergence properties of the proposed generalized Newton method are discussed. Numerical experiments are presented to illustrate the efficiency of the proposed method.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Anyang Normal University, Anyang, 455000, People’s Republic of China

    Shi-Liang Wu & Cui-Xia Li

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  1. Shi-Liang Wu
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  2. Cui-Xia Li
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Correspondence to Shi-Liang Wu.

Additional information

This research was supported by NSFC (No.11301009) and by Natural Science Foundations of Henan Province (No.15A110007).

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Wu, SL., Li, CX. A generalized Newton method for non-Hermitian positive definite linear complementarity problem. Calcolo 54, 43–56 (2017). https://doi.org/10.1007/s10092-016-0175-2

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  • DOI: https://doi.org/10.1007/s10092-016-0175-2

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