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.
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