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Logiciel Année : 2019

NMHP

Jean-Pierre Dussault
  • Fonction : Auteur
  • PersonId : 949997
Mathieu Frappier
  • Fonction : Auteur
  • PersonId : 856058
Jean Charles Gilbert

Résumé

The code 'nmhp' implements various versions of the Harker and Pang algorithm for solving the linear complementarity problem

   0 ≤ x ⟂ (Mx+q) ≥ 0,
when M and q correspond to the Fathi problem. This code is associated with the paper

'A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem', by J.-P. Dussault, M. Frappier, and J.Ch. Gilbert. EURO Journal on Computational Optimization, 2019, 7 (4), pp.22. [https://doi.org/10.1007/s13675-019-00116-6]
It was used to get the results in the numerical experiment section of the paper.
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