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A continuation algorithm for a class of linear complementarity problems using an extrapolation technique

Jiu Ding

1993
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Linear Algebra and its Applications
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The *linear* extrapolation technique is combined with the Newton iteration in the predictor-corrector procedure *of* the algorithm *to* numerically follow the solution curve *of* the homotopy *equations* arising ...
The convergence rate *of* the method is proved *to* be 1 -4/(7&j after each cycle consisting *of* one extrapolation between two Newton steps. ...
In each such cycle, we need *to* solve two *systems* *of* *linear* *equations* coming from the Newton iteration, but the decrease *of* rry, which measures how nearly x *and* y are complementary, is at the approximate ...

doi:10.1016/0024-3795(93)90291-u
fatcat:qxo4srn4g5edtbcicscngdw5za