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A damped-Newton method for the linear complementarity problem. (English) Zbl 0699.65054
Computational solution of nonlinear systems of equations, Proc. SIAM-AMS Summer Semin., Ft. Collins/CO (USA) 1988, Lect. Appl. Math. 26, 265-284 (1990).
[For the entire collection see Zbl 0688.00015.]
The authors give a review of the basics of the damped-Newton method for B-differentiable systems of equations and discuss the specialization of the method to the linear complementarity problem. The complementarity problem is treated as a system of equations. The results of extensive computational experiments are reported and the proposals for future research given.
Reviewer: A.Roose

MSC:
65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65H10 Numerical computation of solutions to systems of equations