A damped semismooth Newton iterative method for solving mixed linear complementarity problems

Abstract

In this paper, we propose a damped semismooth Newton iterative method for mixed linear complementarity problems. Under appropriate conditions, we prove that the method exhibits monotone and superlinear convergence properties.

Keywords:

• complementarity problem
• non-smooth equation
• semismooth Newton iterative method
• monotone convergence

MR(2000)Subject Classifications :

• 90C33
• 65H10
• 90C53

Acknowledgements

The authors thank the anonymous referee and the editor for their valuable suggestions and comments. Especially, Lemma 4.6 is due to the comments given by the anonymous referee. This work was supported by NNSF of China (No. 10971058).