A Fliter Method for Sloving LCP Based on Nonmonotone Line Search
Year: 2014
Journal of Information and Computing Science, Vol. 9 (2014), Iss. 2 : pp. 113–122
Abstract
In this paper, we propose a filter method to solve the linear complementarity problem(LCP). By using the Fisher-Burmeister function, we convert the LCP to an equivalent optimization problem with linear equality constraints. A filter approach is employed to tackle the optimization problem and the proposed mechanism for accepting the trial step is obtained by a nonmonotone filter technique. Under some conditions, we establish the global convergence of the algorithm.
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2024-JICS-22588
Journal of Information and Computing Science, Vol. 9 (2014), Iss. 2 : pp. 113–122
Published online: 2014-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10