Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a P-matrix

Author:

Ben Gharbia Ibtihel,Gilbert J. Charles

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference38 articles.

1. Aganagić M.: Newton’s method for linear complementarity problems. Math. Program. 28, 349–362 (1984)

2. Ben Gharbia, I., Gilbert, J.: Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a P-matrix—the full report. Rapport de Recherche 7160, INRIA, BP 105, 78153 Le Chesnay, France (2009). http://hal.archives-ouvertes.fr/inria-00442293/en

3. Ben Gharbia, I., Gilbert, J.: (2011) (in preparation)

4. Bergounioux M., Haddou M., Hintermüller M., Kunisch K.: A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems. SIAM J. Optim. 11, 495–521 (2000)

5. Bergounioux M., Ito K., Kunisch K.: Primal-dual strategy for constrained optimal control problems. SIAM J. Control Optim. 37, 1176–1194 (1999)

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