Abstract
The weighted complementarity problem is an extension of the standard finite dimensional complementarity problem. It is well known that the smoothing-type algorithm is a powerful tool of solving the standard complementarity problem. In this paper, we propose a smoothing-type algorithm for solving the weighted complementarity problem with a monotone function, which needs only to solve one linear system of equations and performs one line search at each iteration. We show that the proposed method is globally convergent under the assumption that the problem is solvable. The preliminary numerical results indicate that the proposed method is effective and robust for solving the monotone weighted complementarity problem.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.