一个求解绝对值线性互补问题的罚函数方法

A Penalty Function Method for Solving Absolute Value Linear Complementarity Problems

通过构造罚方程的思想提出一个求解绝对值线性互补问题的罚函数方法,证明了当惩罚因子趋于正无穷时,所提出了罚函数方法的解收敛于绝对值线性互补问题的解,并且收敛速率是指数次.

We propose a penalty function method to a kind of absolute value linear complementarity prob-lem（ALCP） inRnbased on approximating the ALCP by a nonlinear equation.We prove that the solution to our method converges to that of the ALCP at an exponential rate when the penalty parameter tends to infinity.