Li, Y., Yang, D.D. and Han, H.S. (2012) Analysis to the Convergence of the Penalty Method for Linear Complementarity Problems. Operations Research and Management Science, 21, 129-134. (In Chinese)

has been cited by the following article:

• 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.