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The square-Newton iteration for linear complementarity problem

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For getting the numerical solution of the linear complementary problem (LCP), there are many methods such as the modulus-based matrix splitting iteration and the modulus-based nonsmooth Newton?s method. We proposed… Click to show full abstract

For getting the numerical solution of the linear complementary problem (LCP), there are many methods such as the modulus-based matrix splitting iteration and the modulus-based nonsmooth Newton?s method. We proposed the Square-Newton method to solve the LCP. This method could solve LCP efficiently. We gave the theoretical analysis and numerical experiments in the paper.

Keywords: problem; iteration linear; linear complementarity; newton iteration; square newton

Journal Title: Filomat
Year Published: 2023

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