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CONVERGENCE OF A MODIFIED SLP ALGORITHM FOR THE EXTENDED LINEAR COMPLEMENTARITY PROBLEM

CONVERGENCE OF A MODIFIED SLP ALGORITHM FOR THE EXTENDED LINEAR COMPLEMENTARITY PROBLEM
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摘要 A modified sequential linear programming algorithm is presented, whose subproblem is always solvable, for the extended linear complementarity problem (XLCP), the global convergence of the algorithm under assumption of X-row sufficiency or X-colunm monotonicity is proved. As a result, a sufficient condition for existence and boundedness of solution to the XLCP are obtained. A modified sequential linear programming algorithm is presented, whose subproblem is always solvable, for the extended linear complementarity problem (XLCP), the global convergence of the algorithm under assumption of X-row sufficiency or X-colunm monotonicity is proved. As a result, a sufficient condition for existence and boundedness of solution to the XLCP are obtained.
作者 XIU Naihua(修乃华) GAO Ziyou(高自友)
机构地区 Department of Applied Mathematics
出处 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2001年第5期602-608,共7页 应用数学和力学（英文版）
基金 国家自然科学基金
关键词 extended linear complementarity problem modified SLP algorithm global convergence extended linear complementarity problem modified SLP algorithm global convergence
分类号 O177.91 [理学—基础数学]
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参考文献12

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Applied Mathematics and Mechanics(English Edition)
2001年 第5期

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