Journal
JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS
Volume 37, Issue 2, Pages 433-447Publisher
SPRINGER JAPAN KK
DOI: 10.1007/s13160-020-00405-3
Keywords
Implicit complementarity problem; Sign pattern; Modulus-based matrix splitting iteration method; Hybrid method
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Funding
- National Natural Science Foundation of China [11601340]
- Major Projects of Guangdong Education Department for Foundation Research and Applied Research [2018KZDXM065]
- Young Innovative Talents Project from Guangdong Provincial Department of Education [2018KQNCX230, 2018KQNCX233]
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In this paper, for the implicit complementarity problem, it is shown that the solution's sign patterns can be calculated via solving a linear system under some assumptions. Next, Newton iteration is applied to a equivalent nonlinear equation with quadratic convergence and the non-singularity of the Jacobian is discussed. Moreover, a superlinearly convergent hybrid method is established by combining an existing globally convergent iteration and the Newton iteration. Numerical examples show that the proposed methods have higher precision and converge faster than some existing methods.
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