In this paper we consider some synchronous and asynchronous multisplitting and Schwarz methods for solving the linear complementarity problems. We establish some convergence theorems of the methods by using the concep...In this paper we consider some synchronous and asynchronous multisplitting and Schwarz methods for solving the linear complementarity problems. We establish some convergence theorems of the methods by using the concept of M-splitting.展开更多
In this paper, we present a new form of successive approximation Broyden-like algorithm for nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we get the global c...In this paper, we present a new form of successive approximation Broyden-like algorithm for nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we get the global convergence on the algorithms. Some numerical results are also reported.展开更多
By using a smoothing function,the P nonlinear complementarity problem(P NCP)can be reformulated as a parameterized smooth equation.A Newton method is proposed to solve this equation.The iteration sequence generated by...By using a smoothing function,the P nonlinear complementarity problem(P NCP)can be reformulated as a parameterized smooth equation.A Newton method is proposed to solve this equation.The iteration sequence generated by the proposed algorithm is bounded and this algorithm is proved to be globally convergent under an assumption that the P NCP has a nonempty solution set.This assumption is weaker than the ones used in most existing smoothing algorithms.In particular,the solution obtained by the proposed algorithm is shown to be a maximally complementary solution of the P NCP without any additional assumption.展开更多
A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization pro...A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.展开更多
Based on a smoothing symmetric disturbance FB-function,a smoothing inexact Newton method for solving the nonlinear complementarity problem with P0-function was proposed.It was proved that under mild conditions,the giv...Based on a smoothing symmetric disturbance FB-function,a smoothing inexact Newton method for solving the nonlinear complementarity problem with P0-function was proposed.It was proved that under mild conditions,the given algorithm performed global and superlinear convergence without strict complementarity.For the same linear complementarity problem(LCP),the algorithm needs similar iteration times to the literature.However,its accuracy is improved by at least 4 orders with calculation time reduced by almost 50%,and the iterative number is insensitive to the size of the LCP.Moreover,fewer iterations and shorter time are required for solving the problem by using inexact Newton methods for different initial points.展开更多
Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P0-function. In this paper, we in...Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P0-function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard assumptions.展开更多
In this paper, we present a new successive approximation damped Newton method for the nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we obtain the global conv...In this paper, we present a new successive approximation damped Newton method for the nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we obtain the global convergence result of the proposed algorithms. Some numerical results are also reported.展开更多
Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator...Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator on H,ΩH is a Lorentz cone,and q ∈ H.We investigate some conditions for which the problem concerned has a unique solution for all q ∈ H(i.e.,T has the GUS-property).Several sufficient conditions and several necessary conditions are given.In particular,we provide two suficient and necessary conditions of T having the GUS-property.Our approach is based on properties of the Jordan product and the technique from functional analysis,which is different from the pioneer works given by Gowda and Sznajder(2007) in the case of finite-dimensional spaces.展开更多
While the classical discontinuous deformation analysis(DDA) is applied to the analysis of a given block system, one must preset stiffness parameters for artificial springs to be fixed during the open-close iteration. ...While the classical discontinuous deformation analysis(DDA) is applied to the analysis of a given block system, one must preset stiffness parameters for artificial springs to be fixed during the open-close iteration. To a great degree, success or failure in applying DDA to a practical problem is dependent on the spring stiffness parameters, which is believed to be the biggest obstacle to more extensive applications of DDA. In order to evade the introduction of the artificial springs, this study reformulates DDA as a mixed linear complementarity problem(MLCP) in the primal form. Then, from the fact that the block displacement vector of each block can be expressed in terms of the contact forces acting on the block, the condensed form of MLCP is derived, which is more efficient than the primal form. Some typical examples including those designed by the DDA inventor are reanalyzed, proving that the procedure is feasible.展开更多
This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems ...This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems and is a generalization of the well-known absolute value equations in the matrix case. We prove that tensor absolute value equations are equivalent to some special structured tensor complementary problems. Some sufficient conditions are given to guarantee the existence of solutions for tensor absolute value equations. We also propose a Levenberg-Marquardt-type algorithm for solving some given tensor absolute value equations and preliminary numerical results are reported to indicate the efficiency of the proposed algorithm.展开更多
This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P_*(κ) linear complementarity problem(LCP),which is an extension of the work by Roos(SIAM J.Optim.,2006,16(4):1110-1136).The ma...This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P_*(κ) linear complementarity problem(LCP),which is an extension of the work by Roos(SIAM J.Optim.,2006,16(4):1110-1136).The main iteration consists of a feasibility step and several centrality steps.The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step,so the analysis of the feasibility step is different from that of Roos' s.This kernel function has a finite value on the boundary.The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P_*(κ) LCP.Some numerical results are reported as well.展开更多
Improviag transportation system is essential for all people in each city since transport plays a very important role. Using mathematical programming approach transport problem is an effective way to improve transporta...Improviag transportation system is essential for all people in each city since transport plays a very important role. Using mathematical programming approach transport problem is an effective way to improve transportation system. In this paper, the traffic equilibrium problem (TEP) with a general nonadditive route cost function is studied. We formulate the route cost function for each route as a disutility function, which can evaluate route cost function flexibly and analyze the route toll conveniently. Furthermore, we present the TEP with a nonlinear complementary problem (NCP) formulation. The monotonicity and the existence with the NCP formulation are also given under relative assumptions.展开更多
基金Supported by the Chinese National Science Foundation Project (10371035).
文摘In this paper we consider some synchronous and asynchronous multisplitting and Schwarz methods for solving the linear complementarity problems. We establish some convergence theorems of the methods by using the concept of M-splitting.
文摘In this paper, we present a new form of successive approximation Broyden-like algorithm for nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we get the global convergence on the algorithms. Some numerical results are also reported.
基金Supported by China Postdoctoral Science Foundation(No.20060390660)Science and Technology Development Plan of Tianjin(No.06YFGZGX05600)+1 种基金Scientific Research Foundation of Liu Hui Center for Applied MathematicsNankai University-Tianjin University.
文摘By using a smoothing function,the P nonlinear complementarity problem(P NCP)can be reformulated as a parameterized smooth equation.A Newton method is proposed to solve this equation.The iteration sequence generated by the proposed algorithm is bounded and this algorithm is proved to be globally convergent under an assumption that the P NCP has a nonempty solution set.This assumption is weaker than the ones used in most existing smoothing algorithms.In particular,the solution obtained by the proposed algorithm is shown to be a maximally complementary solution of the P NCP without any additional assumption.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
文摘A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
基金Supported by the National Natural Science Foundation of China(No.51205286)
文摘Based on a smoothing symmetric disturbance FB-function,a smoothing inexact Newton method for solving the nonlinear complementarity problem with P0-function was proposed.It was proved that under mild conditions,the given algorithm performed global and superlinear convergence without strict complementarity.For the same linear complementarity problem(LCP),the algorithm needs similar iteration times to the literature.However,its accuracy is improved by at least 4 orders with calculation time reduced by almost 50%,and the iterative number is insensitive to the size of the LCP.Moreover,fewer iterations and shorter time are required for solving the problem by using inexact Newton methods for different initial points.
基金Supported by the Science Technology Development Plan of Tianjin (No.06YFGZGX05600)
文摘Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a P0-function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard assumptions.
文摘In this paper, we present a new successive approximation damped Newton method for the nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we obtain the global convergence result of the proposed algorithms. Some numerical results are also reported.
基金supported by National Natural Science Foundation of China(Grant No. 10871144)the Natural Science Foundation of Tianjin Province (Grant No. 07JCYBJC05200)
文摘Given a real(finite-dimensional or infinite-dimensional) Hilbert space H with a Jordan product,we consider the Lorentz cone linear complementarity problem,denoted by LCP(T,Ω,q),where T is a continuous linear operator on H,ΩH is a Lorentz cone,and q ∈ H.We investigate some conditions for which the problem concerned has a unique solution for all q ∈ H(i.e.,T has the GUS-property).Several sufficient conditions and several necessary conditions are given.In particular,we provide two suficient and necessary conditions of T having the GUS-property.Our approach is based on properties of the Jordan product and the technique from functional analysis,which is different from the pioneer works given by Gowda and Sznajder(2007) in the case of finite-dimensional spaces.
基金supported by the National Basic Research Program of China("973"Project)(Grant Nos.2011CB013505&2014CB047100)the National Natural Science Foundation of China(Grant No.11172313)
文摘While the classical discontinuous deformation analysis(DDA) is applied to the analysis of a given block system, one must preset stiffness parameters for artificial springs to be fixed during the open-close iteration. To a great degree, success or failure in applying DDA to a practical problem is dependent on the spring stiffness parameters, which is believed to be the biggest obstacle to more extensive applications of DDA. In order to evade the introduction of the artificial springs, this study reformulates DDA as a mixed linear complementarity problem(MLCP) in the primal form. Then, from the fact that the block displacement vector of each block can be expressed in terms of the contact forces acting on the block, the condensed form of MLCP is derived, which is more efficient than the primal form. Some typical examples including those designed by the DDA inventor are reanalyzed, proving that the procedure is feasible.
基金supported by National Natural Science Foundation of China (Grant Nos. 11671220, 11401331, 11771244 and 11271221)the Nature Science Foundation of Shandong Province (Grant Nos. ZR2015AQ013 and ZR2016AM29)the Hong Kong Research Grant Council (Grant Nos. PolyU 501913,15302114, 15300715 and 15301716)
文摘This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems and is a generalization of the well-known absolute value equations in the matrix case. We prove that tensor absolute value equations are equivalent to some special structured tensor complementary problems. Some sufficient conditions are given to guarantee the existence of solutions for tensor absolute value equations. We also propose a Levenberg-Marquardt-type algorithm for solving some given tensor absolute value equations and preliminary numerical results are reported to indicate the efficiency of the proposed algorithm.
基金supported by the Natural Science Foundation of Hubei Province under Grant No.2008CDZ047
文摘This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P_*(κ) linear complementarity problem(LCP),which is an extension of the work by Roos(SIAM J.Optim.,2006,16(4):1110-1136).The main iteration consists of a feasibility step and several centrality steps.The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step,so the analysis of the feasibility step is different from that of Roos' s.This kernel function has a finite value on the boundary.The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P_*(κ) LCP.Some numerical results are reported as well.
基金supported by the National Natural Science Foundation of China(Grant Nos.71071014,70771005,70631001)the Fundamental Research Funds for Central Universities of China(Grant No. 2009JBM044)
文摘Improviag transportation system is essential for all people in each city since transport plays a very important role. Using mathematical programming approach transport problem is an effective way to improve transportation system. In this paper, the traffic equilibrium problem (TEP) with a general nonadditive route cost function is studied. We formulate the route cost function for each route as a disutility function, which can evaluate route cost function flexibly and analyze the route toll conveniently. Furthermore, we present the TEP with a nonlinear complementary problem (NCP) formulation. The monotonicity and the existence with the NCP formulation are also given under relative assumptions.