In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in (10) by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.
Applied Mathematics and Optimization – Springer Journals
Published: Oct 1, 2003
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