Nonmonotone Inexact Newton Method for the Extended Linear Complementarity Problem. (2nd November 2017) - Yu, Zhensheng
ABSTRACT: This paper presents a nonmonotone inexact Newton-type method for the extended linear complementarity problem (ELCP). We first reformulate the optimization system of the ELCP problem into a system of smoothed equations. Then we solve this system by a nonmonotone inexact Newton-type algorithm. The global convergence is obtained and numerical tests for some classes of ELCP include linear complementarity, horizontal linear complementarity, and generalized linear complementarity problems are also given to show the eﬃciency of the proposed algorithm.