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A Self-Adaptive Projection and Contraction Method for Linear Complementarity Problems

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Abstract

In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in [10] by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.

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Authors and Affiliations

  1. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong

    Li-Zhi Liao & Shengli Wang

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  1. Li-Zhi Liao
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  2. Shengli Wang
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Correspondence to Li-Zhi Liao or Shengli Wang.

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Liao, LZ., Wang, S. A Self-Adaptive Projection and Contraction Method for Linear Complementarity Problems. Appl Math Optim 48, 169–180 (2003). https://doi.org/10.1007/s00245-003-0767-5

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  • DOI: https://doi.org/10.1007/s00245-003-0767-5

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