Convergence of a smoothing algorithm for horizontal linear complementarity problem with a nonmonotone line search

In this paper, we present a nonmonotone smoothing Newton type algorithm for solving the horizontal linear complementarity problem. We show that the proposed algorithm is globally convergent under an assumption that $ \{M,N \} $ { M , N } has the column $ \mathcal {W} $ W -property. Such an assumptio...

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Bibliographic Details
Published inOptimization Vol. 74; no. 4; pp. 893 - 914
Main Authors Zhao, Na, Fang, Yu
Format Journal Article
LanguageEnglish
Published Taylor & Francis 12.03.2025
Subjects
global convergence
Horizontal linear complementarity problem
nonmonotone line search
smoothing newton method
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Summary:In this paper, we present a nonmonotone smoothing Newton type algorithm for solving the horizontal linear complementarity problem. We show that the proposed algorithm is globally convergent under an assumption that $ \{M,N \} $ { M , N } has the column $ \mathcal {W} $ W -property. Such an assumption is weaker than those required by most other smoothing Newton algorithms. The preliminary numerical results are reported.
ISSN:0233-1934
1029-4945
DOI:10.1080/02331934.2023.2270614