An Interval Matrix Based Generalized Newton Method for Linear Complementarity Problems
Han Hai-shan, Lan-ying · Open Journal of Applied Sciences · 2015
The penalty equation of LCP is transformed into the absolute value equation, and then the existence of solutions for the penalty equation is proved by the regularity of the interval matrix. We propose a generalized Newton method for solving the linear complementarity problem with the regular interval matrix based on the nonlinear penalized equation. Further, we prove that this method is convergent. Numerical experiments are presented to show that the generalized Newton method is effective.