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One-step quadratic convergence of noninterior continuation method for NCP |
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| Authors: | Naihua Xiu |
| Institution: | (1) Department of Mathematics, Northern Jiaotong University, 100044 Beijing, China |
| Abstract: | A noninterior continuation method is presented, with only the certering step used at each iteration, for nonlinear complementarity problem. It is shown that the algorithm is globalty linearty and locally quadratically convergent under certain conditions. |
| Keywords: | nonlinear complementarity problem noninterior continuation method one-step quadraclc convergence |
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