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Semismooth Newton Schwarz iterative methods for the linear complementarity problem

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Abstract

Semismooth Newton method is an effective method for solving a nonsmooth equation, which arises from a reformulation of the complementarity problem. Under appropriate conditions, we verify the monotone convergence of the method. We also present semismooth Newton Schwarz iterative methods for the nonsmooth equation. Under suitable conditions, the methods exhibit monotone and superlinear convergence properties.

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Correspondence to Zhe Sun.

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Communicated by Axel Ruhe.

Supported by the NNSF of China (No. 10971058 and 10771057).

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Sun, Z., Zeng, J. & Li, D. Semismooth Newton Schwarz iterative methods for the linear complementarity problem. Bit Numer Math 50, 425–449 (2010). https://doi.org/10.1007/s10543-010-0261-9

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  • DOI: https://doi.org/10.1007/s10543-010-0261-9

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