线性互补问题中一个新的高阶收敛算法

A New Higher Order Convergence Algorithm for Linear Complementarity Problems

利用凝聚函数对线性互补问题的等价形式进行带参数的磨光 ,并对参数方程的解曲线进行离散化追踪 ,在无假设有严格互补解的条件下 ,给出一个新的算法 .在适当条件下 。

The present paper presents a non-interior continuation method for solving linear complementarity problems without strictly complementarity, where r>0 is any integer. The new algorithm follows the smoothing path generated by means of the smoothing equations via aggregate function, and is proved to be of global linear and local r-th order convergence under suitable assumptions and conditions.