An improvement on the global error bound estimation for ELCP and its applications. (15th June 2021)

• Record Type: Journal Article
• Authors: Sun, Hongchun; Wang, Yiju; Li, Shengjie; Sun, Min
• Is Part Of: Numerical functional analysis and optimization. Volume 42:Number 6(2021)
• Page Start: 644
• Page End: 670
• Publication Date: 2021-06-15
• Subjects: ELCP -- global error bound -- algorithm -- quadratic convergence; 65H10 -- 90C33 -- 90C30; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2021.1919897
• Languages: English
• ISSNs: 0163-0563

Abstract

Abstract: For the extended linear complementarity problem (ELCP), we establish a global error bound estimation for ELCP under milder condition. Based on this, we propose a smoothing algorithm for solving the problem. The algorithm is shown to be globally convergent and quadratically convergent rate without nondegenerate assumption. The result obtained in this paper extend the existing ones for the ELCP. Moreover, some numerical experimental results are presented, and indicate that the validity of the algorithm, as well as the rapid convergence of the method.