TITLE:
A Singular Values Based Newton Method for Linear Complementarity Problems
AUTHORS:
Haishan Han, Yuan Li
KEYWORDS:
Linear Complementarity Problem, Nonlinear Penalized Equation, Newton Method, Singular Values
JOURNAL NAME:
Applied Mathematics,
Vol.6 No.14,
December
31,
2015
ABSTRACT: The existence condition of the solution of special nonlinear penalized equation of the linear complementarity problems is obtained by the relationship between penalized equations and an absolute value equation. Newton method is used to solve penalized equation, and then the solution of the linear complementarity problems is obtained. We show that the proposed method is globally and superlinearly convergent when the matrix of complementarity problems of its singular values exceeds 0; numerical results show that our proposed method is very effective and efficient.