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A self-adaptive trust region method for the extended linear complementarity problems

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Abstract

By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.

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Authors and Affiliations

  1. College of Science, University of Shanghai for Science and Technology, Shanghai, 200093, P.R.China

    Zhensheng Yu & Qiang Li

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  1. Zhensheng Yu
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  2. Qiang Li
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Correspondence to Zhensheng Yu.

Additional information

This work is supported by National Natural Science Foundation of China (No. 10671126) and Shanghai Leading Academic Discipline Project (S30501).

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Yu, Z., Li, Q. A self-adaptive trust region method for the extended linear complementarity problems. Appl Math 54, 53–65 (2009). https://doi.org/10.1007/s10492-009-0004-x

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