线性互补问题的一个高阶收敛性算法

A Higher Order Convergence Algorithm for Linear Complementarity Problems

利用凝聚函数对线性互补问题进行带参数的磨光，并对参数方程的解曲线进行离散化追踪，在适当的条件下。

The present paper proposes a non interior continuation method for solving linear complementarity problems. The new algorithm follows the smoothing path generated by the smoothing equations via aggregate function, and is proved that is of global linear and local r th order convergence under suitable assumptions, where r >0 is any fixed integer.