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解广义水平线性互补问题的组合同伦方法 被引量：3

Combined Homotopy Method for Solving Extended Horizontal Linear Complementarity Problem
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摘要 给出了求解广义水平线性互补问题EHLCP(A,q)的组合同伦方法,该方法初始点的选取只要求不可行内点即可.构造了求解广义水平线性互补问题EHLCP(A,q)的组合同伦方程,并在一定条件下,证明了同伦路径的存在性及所给算法的全局收敛性.数值结果表明,该算法行之有效. A global convergence combined homotopy method for solving the extended horizontal linear complementarity problem was introduced. We gave the combined homotopy equation and proved in details the existence of the smooth path from almost any interior initial point to a solution of EHLCP （A, q）. Numerical results were presented to show the effectiveness of this method.
作者 徐俊彦 苗壮 刘庆怀
机构地区 长春工业大学基础科学学院
出处 《吉林大学学报（理学版）》 CAS CSCD 北大核心 2012年第4期647-653,共7页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:10771020) 吉林省自然科学基金(批准号:20101597)
关键词 广义水平线性互补问题 组合同伦方法 全局收敛性 extended horizontal linear complementarity problem combined homotopy method globalconvergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献4

二级参考文献12

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共引文献23

同被引文献17

  • 1雍龙泉,刘淳安.线性互补问题解存在的条件[J].宝鸡文理学院学报（自然科学版）,2005,25(4):262-264. 被引量：4
  • 2Jundi Ding Hongyou Yin.A New Homotopy Method for Nonlinear Complementarity Problems[J].Numerical Mathematics A Journal of Chinese Universities(English Series),2007,16(2):155-163. 被引量：6
  • 3雍龙泉.正定矩阵的推广及其在线性互补问题中的应用[J].广西科学,2007,14(2):120-121. 被引量：5
  • 4Schutter B, de, Moor B, de. The Extended Linear Complementarity Problem [J]. Mathematical Programming, 1995, 71(3): 289-325.
  • 5YU Qian, HUANG Chongchao, WANG Xianjia. A Combined Homotopy Interior Point Method for the Linear Complementarity Problem[J]. Applied Mathematics and Computation, 2006, 179(2) : 696-701.
  • 6DING Jundi, YIN Hongyou. A New Homotopy Method for Nonlinear Complementarity Problems [J]. Numerical Mathematics A Journal of Chinese Universities.. English Series, 2007, 16(2) : 155-163.
  • 7XU Qing, DANG Chuangyin. A New Homotopy Method for Solving Non-linear Complementarity Problems [J].Optimization, 2008,57(5): 681-689.
  • 8ZHOU Zhengyong, YU Bo. A Smoothing Homotopy Method Based on Robinson's Normal Equation for Mixed Complementarity Problems [J]. Journal of Industrial and Management Optimization, 2011, 7(4): 977-989.
  • 9YU Qian, HUANG Chongchao, WANG Xianjia. A Combined Homotopy Interior Point Method for the Linear Complementarity Problem [J]. Applied Mathematics and Computation, 2006, 179(2): 696-701.
  • 10XU Qing, DANG Chuangyin. A New Homotopy Method for Solving Non-linear Complementarity Problems [J]. Optimization, 2008, 57(5): 681-689.

引证文献3

二级引证文献1

吉林大学学报（理学版）
2012年 第4期

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