A least-change secant algorithm for solving generalized complementarity problem

IF 1.7 3区 数学 Q2 MATHEMATICS, APPLIED Numerical Algorithms Pub Date : 2024-08-28 DOI:10.1007/s11075-024-01870-4
H. Vivas, R. Pérez, C. Arias
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Abstract

In this paper, we propose a least-change secant algorithm to solve the generalized complementarity problem indirectly trough its reformulation as a nonsmooth system of nonlinear equations using a one-parametric family of complementarity functions. We present local and superlinear convergence results of new algorithm and analyze its numerical performance.

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来源期刊
Numerical Algorithms
Numerical Algorithms 数学-应用数学
CiteScore
4.00
自引率
9.50%
发文量
201
审稿时长
9 months
期刊介绍: The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.
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