Title :
A linearization method for generalized complementarity problems
Author_Institution :
AT&T Technologies, Princeton, NJ, USA
fDate :
10/1/1984 12:00:00 AM
Abstract :
This correspondence presents a Newton-type iterative method for the generalized complementarity problems (i.e., nonlinear complementarity problems over a closed convex cone). The solution is obtained by a sequence of linear approximations. A sufficient condition for the global convergence and the rate of convergence of the algorithm are studied.
Keywords :
Linear approximation; Newton´s method; Nonlinear equations; Detectors; Estimation error; Filters; Iterative methods; Linear approximation; Parameter estimation; Pattern recognition; Pulse modulation; State estimation; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103393
