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

• Published in: Optimization Vol. 74; no. 4; pp. 893 - 914
• Main Authors: Zhao, Na, Fang, Yu
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 12.03.2025
• Subjects: global convergence; Horizontal linear complementarity problem; nonmonotone line search; smoothing newton method

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...