On Smoothing Methods for the P0 Matrix Linear Complementarity Problem

  • Authors:
  • Xiaojun Chen;Yinyu Ye

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2000

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Abstract

In this paper, we propose a Big-$\Gamma$ smoothing method for solving the P0 matrix linear complementarity problem. We study the trajectory defined by the augmented smoothing equations and global convergence of the method under an assumption that the original P0 matrix linear complementarity problem has a solution. The method has been tested on the P0 matrix linear complementarity problem with unbounded solution set. Preliminary numerical results indicate the robustness of the method.