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Volume 9, Issue 2
A Fliter Method for Sloving LCP Based on Nonmonotone Line Search

Yanyan Zhu, Zhengshen Yu and Lina Zhang

J. Info. Comput. Sci. , 9 (2014), pp. 113-122.

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  • Abstract
In this paper, we propose a filter method to solve the linear complementarity problem(LCP). By using the Fisher-Burmeister function, we convert the LCP to an equivalent optimization problem with linear equality constraints. A filter approach is employed to tackle the optimization problem and the proposed mechanism for accepting the trial step is obtained by a nonmonotone filter technique. Under some conditions, we establish the global convergence of the algorithm.
  • Keywords

linear complementarity, Fisher-Burmeister function, constrained optimization, filter method, nonmontone technique, global convergence.

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COPYRIGHT: © Global Science Press

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@Article{JICS-9-113, author = {Yanyan Zhu, Zhengshen Yu and Lina Zhang}, title = {A Fliter Method for Sloving LCP Based on Nonmonotone Line Search}, journal = {Journal of Information and Computing Science}, year = {2024}, volume = {9}, number = {2}, pages = {113--122}, abstract = {In this paper, we propose a filter method to solve the linear complementarity problem(LCP). By using the Fisher-Burmeister function, we convert the LCP to an equivalent optimization problem with linear equality constraints. A filter approach is employed to tackle the optimization problem and the proposed mechanism for accepting the trial step is obtained by a nonmonotone filter technique. Under some conditions, we establish the global convergence of the algorithm. }, issn = {1746-7659}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jics/22588.html} }
TY - JOUR T1 - A Fliter Method for Sloving LCP Based on Nonmonotone Line Search AU - Yanyan Zhu, Zhengshen Yu and Lina Zhang JO - Journal of Information and Computing Science VL - 2 SP - 113 EP - 122 PY - 2024 DA - 2024/01 SN - 9 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jics/22588.html KW - linear complementarity, Fisher-Burmeister function, constrained optimization, filter method, nonmontone technique, global convergence. AB - In this paper, we propose a filter method to solve the linear complementarity problem(LCP). By using the Fisher-Burmeister function, we convert the LCP to an equivalent optimization problem with linear equality constraints. A filter approach is employed to tackle the optimization problem and the proposed mechanism for accepting the trial step is obtained by a nonmonotone filter technique. Under some conditions, we establish the global convergence of the algorithm.
Yanyan Zhu, Zhengshen Yu and Lina Zhang. (2024). A Fliter Method for Sloving LCP Based on Nonmonotone Line Search. Journal of Information and Computing Science. 9 (2). 113-122. doi:
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