A generalized Newton method of high-order convergence for solving the large-scale linear complementarity problem
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- 作者：Yajun Xie ; Changfeng Ma
- 关键词：linear complementarity problem ; generalized Newton method ; high ; order convergence ; the modulus ; based nonlinear function ; additional parameter ; numerical test
- 刊名：Journal of Inequalities and Applications
- 出版年：2015
- 出版时间：December 2015
- 年：2015
- 卷：2015
- 期：1
- 全文大小：1,483 KB
- 刊物主题：Analysis; Applications of Mathematics; Mathematics, general;
- 出版者：Springer International Publishing
- ISSN：1029-242X
文摘
In this paper, by extending the classical Newton method, we present the generalized Newton method (GNM) with high-order convergence for solving a class of large-scale linear complementarity problems, which is based on an additional parameter and a modulus-based nonlinear function. Theoretically, the performance of high-order convergence is analyzed in detail. Some numerical experiments further demonstrate the efficiency of the proposed new method.