A complexity analysis of a smoothing method using CHKS-functions for monotone li
near complementarity problems
Keisuke Hotta, Masatora Inaba and Akiko Yoshise
We consider the standard monotone linear complementarity problem.
Recently several smoothing methods have been developed for solving
monotone and/or $P_0$ LCPs. The aim of this paper is to derive a
complexity bound of smoothing methods using Chen-Harker-Kanzow-Smale
functions in the case where the monotone LCP has an feasible interior
point. After a smoothing method is provided, some properties of the
CHKS-function are described. We also discuss some relationships between
the interior point methods and the smoothing methods.
Discussion Paper Series No. 807, Institute of Policy and Planning Sciences, Univ
ersity of Tsukuba, Tsukuba, Ibaraki 305, Japan.