The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by ...The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.展开更多
基金Supported by the NNSF of China(11071041, 11171257)
文摘The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.
