A self-adaptive trust region method for the extended linear complementarity problems

作者：Yu Zhensheng^*; Li Qiang

来源：Applications of Mathematics, 2009, 54(1): 53-65.

DOI：10.1007/s10492-009-0004-x

• extended linear complementarity
• self-adaptive trust region method
• global convergence
• local superlinear convergence

By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions.

• 出版日期2009-2
• 单位上海大学