IJPAM: Volume 36, No. 3 (2007)

A PROJECTION-TYPE METHOD FOR THE GENERALIZED
LINEAR COMPLEMENTARITY PROBLEM
OVER A POLYHEDRAL CONE

Hongchun Sun$^1$, Houchun Zhou$^2$, Qingjun Ren$^3$
$^{1,2,3}$Department of Mathematics
Linyi Teachers University
Linyi, Shandong, 276005, P.R. CHINA
$^1$e-mail: sunhc68@126.com


Abstract.In this paper, we propose a projection-type method for the generalized linear complementarity problem (GLCP) over a polyhedral cone, which ensures that the corrector stepsizes and predictor stepsizes both have a uniformly positive bound from below, under the suitable conditions, we prove its global convergence. Furthermore, the error bound for GLCP is also given, based on which we prove that the method has a $Q$-linear convergence rate. Some numerical experiments of the method are also reported in this paper.

Received: June 2, 2006

AMS Subject Classification: 65H10, 90C33, 90C30

Key Words and Phrases: GLCP, the projection-type method, error bound, the global $Q$-linear convergence

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2007
Volume: 36
Issue: 3