A Smoothing Quadratically Convergent Algorithm for the Generalized Complementarity Problem over a Polyhedral Cone

摘要

In this paper, we establish a global absolute error bound for the generalized complementarity problem over a Polyhedral Cone (GCP) with the underlying mapping being γ-strongly monotone and Holder-continuous, based on whichthe famous Levenberg-Marquardt (L-M) algorithm is employed for obtaining its solution, and we show that L-M algorithm is quadratically convergent without nondegenerate solution.