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One-step quadratic convergence of noninterior continuation method for NCP

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Chinese Science Bulletin

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Abstract

A noninterior continuation method is presented, with only the certering step used at each iteration, for nonlinear complementarity problem. It is shown that the algorithm is globalty linearty and locally quadratically convergent under certain conditions.

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References

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Authors and Affiliations

  1. Department of Mathematics, Northern Jiaotong University, 100044, Beijing, China

    Naihua Xiu

Authors
  1. Naihua Xiu
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Cite this article

Xiu, N. One-step quadratic convergence of noninterior continuation method for NCP. Chin. Sci. Bull. 44, 1858–1862 (1999). https://doi.org/10.1007/BF02886340

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  • DOI: https://doi.org/10.1007/BF02886340

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