Birbil, Birbil, S.I.; Fang, Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), … - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...