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.

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

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