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A New Type of Solution Method for the Generalized Linear Complementarity Problem over a Polyhedral Cone 被引量:2
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作者 Hong-Chun Sun Yan-Liang Dong 《International Journal of Automation and computing》 EI 2009年第3期228-233,共6页
This paper addresses the generalized linear complementarity problem (GLCP) over a polyhedral cone. To solve the problem, we first equivalently convert the problem into an affine variational inequalities problem over... This paper addresses the generalized linear complementarity problem (GLCP) over a polyhedral cone. To solve the problem, we first equivalently convert the problem into an affine variational inequalities problem over a closed polyhedral cone, and then propose a new type of method to solve the GLCP based on the error bound estimation. The global and R-linear convergence rate is established. The numerical experiments show the efficiency of the method. 展开更多
关键词 generalized linear complementarity problem (GLCP) error bound algorithm global convergence R-linear convergence rate.
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A New Conjugate Gradient Projection Method for Solving Stochastic Generalized Linear Complementarity Problems 被引量:2
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作者 Zhimin Liu Shouqiang Du Ruiying Wang 《Journal of Applied Mathematics and Physics》 2016年第6期1024-1031,共8页
In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient proje... In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient projection method is given for solving the stochastic generalized linear complementarity problems. The global convergence of the conjugate gradient projection method is proved and the related numerical results are also reported. 展开更多
关键词 Stochastic generalized linear complementarity Problems Fischer-Burmeister Function Conjugate Gradient Projection Method Global Convergence
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