广义线性互补问题的改进SLP算法及收敛性

修乃华; 高自友

广义线性互补问题的改进SLP算法及收敛性

北方交通大学数学系, 北京 100044

基金项目: 国家自然科学基金资助项目(19971002)

详细信息

作者简介:
修乃华(1959-),男,河北人,副教授,博士,研究方向为最优化理论与算法,已发表论文40余篇.

中图分类号: O177.91
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- 被引次数: 0
出版历程
- 收稿日期: 1999-10-25
- 修回日期: 2001-01-18
- 刊出日期: 2001-05-15

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

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

摘要

摘要: 考虑广义线性互补问题,提出一个求解它的改进的序列线性规划算法,并在一定条件下证得该法具有良好的收敛性质。此外,顺便给出该问题解集非空有界的一个充分条件。
- 广义线性互补 /
- 算法 /
- 收敛性
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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参考文献(12)

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