Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem

XIU Nai-hua; GAO Zi-you

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Article Navigation > Applied Mathematics and Mechanics > 2001 > 22(5): 534-540

XIU Nai-hua, GAO Zi-you. Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem[J]. Applied Mathematics and Mechanics, 2001, 22(5): 534-540.

Citation:

XIU Nai-hua, GAO Zi-you. Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem[J]. Applied Mathematics and Mechanics, 2001, 22(5): 534-540.

Citation:

XIU Nai-hua, GAO Zi-you. Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem[J]. Applied Mathematics and Mechanics, 2001, 22(5): 534-540.

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Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem

Department of Applied Mathematics, Northern Jiaotong University, Beijing 100044, P R China

Received Date: 1999-10-25
Rev Recd Date: 2001-01-18
Publish Date: 2001-05-15

Abstract

Abstract

A modified sequential linear programming algorithm is presented,whose subproblem is always solvable,for the extended linear complementarity problem(XLCP),the global convergence of the algorithm under assumption of X-row sufficiency or X-column monotonicity is proved.As a result,a sufficient condition for existence and boundedness of solution to the XLCP are obtained.
- extended linear complementarity problem,
- modified SLP algorithm,
- global convergence

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References(12)

References

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