TY - JOUR
T1 - A Truly Globally Convergent Feasible Newton-Type Method for Mixed Complementarity Problems
AU - Deren Han 
JO - Journal of Computational Mathematics
VL - 3
SP - 347
EP - 360
PY - 2004
DA - 2004/06
SN - 22
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8855.html
KW - Mixed complementarity problems, Newton-type methods, Global convergence, Superlinear convergence.
AB - <p style="text-align: justify;">Typical solution methods for solving mixed complementarity problems either generate feasible iterates but have to solve relatively complicated subproblems such as quadratic programs or linear complementarity problems, or (those methods) have relatively simple subproblems such as system of linear equations but possibly generate infeasible iterates. In this paper, we propose a new Newton-type method for solving monotone mixed complementarity problems, which ensures to generate feasible iterates, and only has to solve a system of well-conditioned linear equations with reduced dimension per iteration. Without any regularity assumption, we prove that the whole sequence of iterates converges to a solution of the problem (truly globally convergent). Furthermore, under suitable conditions, the local superlinear rate of convergence is also established.</p>