A modulus-based nonsmooth Newton’s method for solving horizontal linear complementarity problems

In this paper, we introduce and analyze a modulus-based nonsmooth Newton’s method for solving horizontal linear complementarity problems. In particular, we propose both a standard and a parametrized formulation of the method, proving the local convergence of the approaches. The proposed procedures g...

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Bibliographic Details
Published inOptimization letters Vol. 15; no. 5; pp. 1785 - 1798
Main Authors Mezzadri, F., Galligani, E.
Format Journal Article
LanguageEnglish
Published Berlin/Heidelberg Springer Berlin Heidelberg 01.07.2021
Subjects
Computational Intelligence
Mathematics
Mathematics and Statistics
Numerical and Computational Physics
Operations Research/Decision Theory
Optimization
Original Paper
Simulation
Horizontal linear complementarity problem
Nonsmooth Newton’s method
Modulus-based methods
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Summary:In this paper, we introduce and analyze a modulus-based nonsmooth Newton’s method for solving horizontal linear complementarity problems. In particular, we propose both a standard and a parametrized formulation of the method, proving the local convergence of the approaches. The proposed procedures generalize the existing modulus-based nonsmooth Newton’s method for standard linear complementarity problems. Then, we present an implementation of the methods, analyzing also the coupling with a modulus-based matrix splitting iteration. Finally, numerical experiments demonstrate the effectiveness of the proposed approaches in several situations.
ISSN:1862-4472
1862-4480
DOI:10.1007/s11590-019-01515-9