Abstract

ARIAS, CARLOS A.; PEREZ, ROSANA  and  MARTINEZ, HÉCTOR J.. An inexact Newton algorithm for horizontal complementarity. Integración - UIS [online]. 2021, vol.39, n.2, pp.217-239.  Epub Apr 18, 2022. ISSN 0120-419X.  https://doi.org/10.18273/revint.v39n2-20210005.

In this article, we proposed a new inexact Newton algorithm to solve the horizontal complementarity problem from its reformulation as a constrained minimization problem. The algorithm uses an inexact Newton direction and it uses the orthogonal projection of that direction on the feasible set only when it is necessary to guarantee feasibility. Moreover, we present a theoretical and numerical analysis of the proposed algorithm.

Keywords : Horizontal complementarity problem; inexact Newton method; orthogonal projection.

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