Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results

DOI10.1007/BF01581264zbMath0784.90089OpenAlexW2066076004MaRDI QIDQ1803603

Jong-Shi Pang

Publication date: 29 June 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581264

zbMATH Keywords

convergencelinear complementarityNewton's methodperturbationmatrix splitting methodsmatrix classesnonlinear complementaritysolution stabilitylocally upper Lipschitzian

Mathematics Subject Classification ID

Variational inequalities (49J40) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Matrix Multisplitting Methods with Applications to Linear Complementarity Problems∶ Parallel Asynchronous Methods, Critical multipliers in variational systems via second-order generalized differentiation, Multisplitting iteration schemes for solving a class of nonlinear complementarity problems, Matrix multisplitting relaxation methods for linear complementarity problems, NE/SQP: A robust algorithm for the nonlinear complementarity problem, A degree-theoretic approach to parametric nonsmooth equations with multivalued perturbed solution sets

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